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by skolos 3769 days ago
I agree with many points in Fama and French paper. However its conclusions are based on data more than 20 years old. Lots of things has changed since then. I would be curious to see the results with more recent data.
1 comments

Some of the data sets used end in 2002 or 2006, and I am not aware of any reason why we would expect different findings from more recent data. Using data from the great recession and the current market situation may also be more confusing than elucidating.