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by nuisance-bear
1907 days ago
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Whoa, the press release does not match the results. Scroll down to Tables 2a,2b on pp. 26-27 of the NBER paper. These are their 1 year horizon alpha's and tstats against Fama French 3 factor: alpha tstat
Long 6.5% 6.6
Shrt 5.0% 3.7
Those numbers are economically and statistically significant. |
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