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

Do industries contain predictive information for the Fama–French factors? (Q2869991)

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scientific article; zbMATH DE number 6247168
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English
Do industries contain predictive information for the Fama–French factors?
scientific article; zbMATH DE number 6247168

    Statements

    Do industries contain predictive information for the Fama–French factors? (English)
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    17 January 2014
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    asset pricing
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    behavioral finance
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    bounded rationality
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    information and market efficiency
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    gradual-information-diffusion hypothesis
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    limited information-processing capacity
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    Fama-French factors
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