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Mathematical Problems in Engineering
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2021
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Article
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Tab 1
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Research Article
Is the Long Memory Factor Important for Extending the Fama and French Five-Factor Model: Evidence from China
Table 1
The proportion of the five factors in the optimal model of each stock.
Factor
MKT
SMB
HML
RMW
CMA
The proportion
0.9091
0.4736
0.3824
0.5110
0.0418