Do industries contain predictive information for the Fama–French factors?

ISSN： 1469-7688

Source： Quantitative Finance, Vol.12, Iss.6, 2012-06, pp. : 969-991

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Multiscale Fama-French model: application to the French market

By Trimech Anyssa Kortas Hedi Benammou Salwa Benammou Samir

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 10, Iss. 2, 2009-02 ,pp. : 179-192

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Size, BM, and momentum effects and the robustness of the Fama-French three-factor model: Evidence from New Zealand

By Nartea Gilbert V. Ward Bert D. Djajadikerta Hadrian G.

International Journal of Managerial Finance, Vol. 5, Iss. 2, 2009-04 ,pp. : 179-200

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

The Predictive Power of the French Market Volatility Index: A Multi Horizons Study

By Moraux F.

European Finance Review, Vol. 2, Iss. 3, 1998-01 ,pp. : 303-320

Springer Publishing Company

Access to resources Recommend Favorite

Do resource consent announcements provide valuable information?: Evidence from New Zealand

By Wirth Carolyn Chi Jing Young Martin

Pacific Accounting Review, Vol. 23, Iss. 3, 2011-11 ,pp. : 262-285

Emerald Group Publishing Ltd

Access to resources Recommend Favorite