codebook / resset_finance / hml

hml // 账面市值比因子 HML

HML value factor

Fama-French 价值因子，常用于三因子/五因子模型；需说明是否为中国市场本土因子

→ use this variable in analysis ← back to dataset

attributes

datasetresset_finance · RESSET 锐思金融研究数据库
typecontinuous
roleiv,control
data filestock
keywordsHML价值因子Fama-French账面市值比

Used in these research designs

多因子资产定价模型iv