¶

mkt

smb

hml

R2

yg

0.0025

0.7565***

0.0706

−0.4592***

0.873

yc

−0.0022

0.7649***

0.1580**

−0.4019***

0.946

yq-yc

0.0047**

−0.0084

−0.0874

−0.0573

−0.073