Noisy Factors? The Retroactive Impact of Methodological Changes on the Fama-French Factors
Adriana Z. Robertson
10505233Y
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Pat Akey, Adriana Z. Robertson & Mikhail Simutin, "Noisy Factors? The Retroactive Impact of Methodological Changes on the Fama-French Factors," 44 Review of Finance 1437 (2026).
10505233Y
"Noisy Factors? The Retroactive Impact of Methodological Changes on the Fama-French Factors," 44 Review of Finance 1437 (2026) (with Pat Akey & Mikhail Simutin).
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