Statements (14)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:financial_factor
|
| gptkbp:calculationMethod |
returns of high book-to-market stocks minus returns of low book-to-market stocks
|
| gptkbp:category |
gptkb:asset_pricing_factor
|
| gptkbp:component |
gptkb:Fama-French_five-factor_model
|
| gptkbp:firstPublished |
1993
|
| gptkbp:introduced |
gptkb:Kenneth_French
Eugene Fama |
| gptkbp:measures |
value premium
|
| gptkbp:relatedTo |
gptkb:SMB_(Small_Minus_Big)
market risk premium |
| gptkbp:usedIn |
gptkb:Fama-French_three-factor_model
|
| gptkbp:bfsParent |
gptkb:Fama–French_three-factor_model
|
| gptkbp:bfsLayer |
6
|
| http://www.w3.org/2000/01/rdf-schema#label |
HML (High Minus Low)
|