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Fama-French Forum wrote a new blog post titled Financial Times Interview
EFF: Last week I was interviewed by James Mackintosh from the Financial Times. We discussed the relevance of market efficiency for investors, the definition of market "bubbles," and measurements of active manager outcomes. Watch the seven-minute interview here: Defending efficient markets (Financial Times).
(11 days ago)
Fama-French Forum wrote a new blog post titled Volatility and Premiums
By Eugene F. Fama and Kenneth R. French Understanding volatility is crucial for informed investment decisions. Our paper explores the volatility of the market, size, and value premiums of the Fama-French three-factor model for US equity returns. Volatility and Premiums in US Equity Returns (PDF)
(18 days ago)
Fama-French Forum wrote a new blog post titled Fama on EconTalk Podcast
EFF: I spoke with EconTalk host Russ Roberts about how the efficient market hypothesis relates to marcoeconomic events of the past few years, with some additional thoughts on behavioral finance and the evolving nature of financial academic research.
(103 days ago)
