Which one of the following is NOT part of the Fama-French factor model?
A)Market factor
B)Common equity market value
C)Inflation
D)Book to market value

Name: Which one of the following is NOT part of the Fama-French factor model? A)Market factor B)Common equity market value C)Inflation D)Book to market value
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Question

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The Fama-French factor model includes the market factor, common equity market value, and book to market value as factors. Inflation is not typically included as a factor in the Fama-French model.

Which One of the Following Is NOT Part of the Fama-French