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Do the Fama-French Factors Proxy for Innovations in Predictive Variables?

Do the Fama-French Factors Proxy for Innovations in Predictive Variables? http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png SSRN Electronic Journal CrossRef

Do the Fama-French Factors Proxy for Innovations in Predictive Variables?

SSRN Electronic JournalJan 1, 2005

Do the Fama-French Factors Proxy for Innovations in Predictive Variables?

SSRN Electronic JournalJan 1, 2005

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Publisher
CrossRef
ISSN
1556-5068
DOI
10.2139/ssrn.682447
Publisher site
See Article on Publisher Site

Abstract

Journal

SSRN Electronic JournalCrossRef

Published: Jan 1, 2005

References