codebook / resset_finance / smb

smb // 规模因子 SMB

SMB size factor

Fama-French 规模因子，常用于多因子资产定价模型；需确认市场范围和组合构造口径

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attributes

datasetresset_finance · RESSET 锐思金融研究数据库
typecontinuous
roleiv,control
data filestock
keywordsSMB规模因子Fama-French三因子

Used in these research designs

多因子资产定价模型iv