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Supplemental material - March 2012 Volume 80 Issue 2
Efficient Semiparametric Estimation of the Fama–French Model and Extensions
Gregory Connor
Matthias Hagmann
Oliver Linton
Go to:
Data And Programs
;
Data And Programs
- Supplement to "Efficient Semiparametric Estimation of the Fama-French Model and Extensions"
Gregory Connor, Matthias Hagmann, and Oliver Linton
Description:
This zip file contains the replication files for this manuscript.
View the file (zip file format)
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