Do industries contain predictive information for the Fama–French factors?
- 期刊名称Quantitative Finance
- 作者Tsuji, Chikashi
- 卷第12卷
- 期第6期
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小415.38KB
- 发表时间2012-06
- DOI10.1080/14697681003762271
- 页码969-991
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