Do the Fama-French Factors Proxy for Innovations in Predictive Variables?
2006 ◽
Vol 61
(2)
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pp. 581-612
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1977 ◽
Vol 137
(12)
◽
pp. 1680-1685
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2019 ◽
Vol 50
(4)
◽
pp. 233-255
2019 ◽
Vol 10
(4)
◽
pp. 27-42