Does the q5 factor model outperform the Fama-French 5-factor model in explaining the cross-sectional variation in returns across industries in the U.S. and Japan stock markets?

Additional Metadata
Keywords	q5 model, Fama-French 5-factor model, Industry sorted portfolios, Asset Pricing, Factor models, Japan stock returns, US stock returns
Thesis Advisor	Cosemans, Mathijs, ten Bosch, Eline
Persistent URL	hdl.handle.net/2105/54442
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Inkyov, Bogomil. (2020, July 16). Does the q5 factor model outperform the Fama-French 5-factor model in explaining the cross-sectional variation in returns across industries in the U.S. and Japan stock markets?. Finance & Investments. Retrieved from http://hdl.handle.net/2105/54442

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