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- Tue Aug 09, 2011 3:59 am
- Forum: Econometric Discussions
- Topic: Fama French 3 factor Model - regressions
- Replies: 0
- Views: 4081
Fama French 3 factor Model - regressions
Dear all, I have a question regarding a regression with the 3 factor Fama French model. I look through acquisitions during 2000 to 2010 and I have around 1700 M&A deals. I have monthly share prices of the companies and want to measure their 3-year post acquisition performance. So from the monthl...