September 2024 Update on the Data Library: Fama-French Factors, Momentum, and Low-Risk Factors for the Indian Market
The expansion and updated classification of firms in the Indian equity market have little significant impact on factor returns, affirming the reliability of the Data Library FamaFrench Factors Momentum and LowRisk Factors.
Featured in No. 73 on 6 Nov 2024 · 3 days after release · 0 citations today
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- 3 Nov 2024
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- No. 73 · 6 Nov 2024
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- SSRN 5008269
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