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

Quantitative Finance

Volumn 12, Issue 6, 2012, Pages 969-991

  Tsuji, Chikashi ^a  

^a UNIVERSITY OF TSUKUBA   (Japan)

Author keywords

Asset pricing; Behavioral finance; Bounded rationality; Fama French factors; Gradual information diffusion hypothesis; Information and market efficiency; Limited information processing capacity

Indexed keywords

EID: 84861971813     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697681003762271     Document Type: Article

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