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Keywords: Fama–French three-factor model
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Journal Articles
Journal:
European Journal of Marketing
European Journal of Marketing (2015) 49 (5-6): 827–850.
Published: 11 May 2015
.... The classification of investor classes into retail versus institutional sectors is guided by those who had control over broad asset allocations. The index is developed as follows: Equation 1 Abnormal return Customer satisfaction Investor sentiment Fama–French three-factor model Mispricing...
