Do the Fama-French factors proxy for innovations in predictive variables?

Journal of Finance

Volumn 61, Issue 2, 2006, Pages 581-612

  Petkova, Ralitsa ^a  

^a CASE WESTERN RESERVE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33644886041     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2006.00849.x     Document Type: Article

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