Do industries contain predictive information for the Fama-French factors? (Q2869991)
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scientific article; zbMATH DE number 6247168
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| English | Do industries contain predictive information for the Fama-French factors? |
scientific article; zbMATH DE number 6247168 |
Statements
Do industries contain predictive information for the Fama–French factors? (English)
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17 January 2014
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asset pricing
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behavioral finance
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bounded rationality
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information and market efficiency
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gradual-information-diffusion hypothesis
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limited information-processing capacity
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Fama-French factors
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0.6994750499725342
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0.6655247211456299
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0.6473371386528015
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0.6428874135017395
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0.6422511339187622
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