Fama and French claim that after controlling for firm size and the ratio of the firm's book

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Fama and French claim that after controlling for firm size and the ratio of the firm's book value to market value, beta is:

I. Highly significant in predicting future stock returns

II. Relatively useless in predicting future stock returns

III. A good predictor of the firm's specific risk

can be more than one answer

Posted Date: May 19, 2024 07:14 AM

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Fama and French claim that after controlling for firm size and the ratio of the firm's book

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