Is the Long Memory Factor Important for Extending the Fama and French Five-Factor Model: Evidence from China

Table 3

Percent of presence in the models of factors H and MOM.

Factor	No one	H but no MOM	MOM but no H	H and MOM
	0.090475	0.030346	0.670413	0.208767
	0.094409	0.028941	0.684743	0.191908