Factor Betas are Path-Dependent Regression Artifacts: Falsifying Fama-French with 6,560 Controlled Experiments

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Kevin Burk

DOI: 10.2139/ssrn.6110748

Cited by: 0

Fields of Study & Subjects

Financial Markets and Investment Strategies Stock Market Forecasting Methods Financial Risk and Volatility Modeling