The impact of unlagging HML on Fama-French five factor model performance in the UK
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Journal Title
Journal ISSN
Volume Title
School of Business |
Master's thesis
Author
Date
2019
Department
Major/Subject
Mcode
Degree programme
Finance
Language
en
Pages
58
Series
Description
Thesis advisor
Lof, MatthijsJokivuolle, Esa
Keywords
Fama-French five-factor model, value factor, HML, asset pricing
