Do the Fama-French Factors Proxy for Innovations in Predictive Variables?
| Year of publication: |
2006
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|---|---|
| Authors: | Petkova, Ralitsa |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 61.2006, 2, p. 581-612
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