HIGHLIGHTS
- What: This study explores the application and extension of the F-F model within the healthcare sector. Using the Vanguard Health Care ETF (VHT) as a representative of the healthcare sector this research examines its monthly returns over the period from 2014 to 2024. Currently, the research on the F-F model predominantly focuses on stock markets in various regions, only with fewer studies specifically targeting certain industries. The aim of this study is to assess the F-F model`s suitability in healthcare sector ETFs, analyzing its effectiveness in interpreting this sector`s excess returns.
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