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Холбогдох. Хаяг: БСБ Коммерс ХХК, Тээвэрчний гудамж-5, Улаанбаатар хот, 14253, Монгол улс Утас: 7510-8585 Имэйл: [email protected] (Та БСБ Интернэт дэлгүүртэй …









let smb 705 china. Oct 01, 2019· In China's stock market, we use our CH-3 model's market (MKT), size (SMB), and value (VMG) factors, while in the US market, we use FF-3's three factors: market, SMB and BM-based HML. For each stock, we run rolling-window regressions of each stock's monthly returns on factors over the past three years (36 …
