Timeline for Fama/French momentum replication: risk-free rate missing on one of the legs?
Current License: CC BY-SA 3.0
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| when toggle format | what | by | license | comment | |
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| Jun 11, 2017 at 6:15 | comment | added | Matthew Gunn | @JuanQ Fama and French are quite precise and careful. In the general academic world though, it's not terribly surprising or shocking to find errors or some imprecision in published research. | |
| Jun 10, 2017 at 2:30 | history | edited | Matthew Gunn | CC BY-SA 3.0 |
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| Jun 10, 2017 at 2:18 | history | edited | Matthew Gunn | CC BY-SA 3.0 |
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| Jun 10, 2017 at 1:49 | history | edited | Matthew Gunn | CC BY-SA 3.0 |
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| Jun 10, 2017 at 1:44 | history | edited | Matthew Gunn | CC BY-SA 3.0 |
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| Jun 10, 2017 at 0:45 | comment | added | Juan Q | That's super useful, thank you. I'm truly grateful for your help on this topic. I'll go through the breakpoints and see if that may be where the issue lies. | |
| Jun 10, 2017 at 0:36 | history | answered | Matthew Gunn | CC BY-SA 3.0 |