APT strategy in the traditional asset pricing model.
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This table presents the performance of each portfolio, from January 2006 to December 2020. The High, M, Low, and LS denotes the rate of return for undervalued stocks, overvalued stocks, stocks lying on SML, and Long-short portfolio, respectively. The monthly values are displayed and parentheses are t-statistics. Classify undervalued stocks as high, overvalued stocks as low, and other stocks as M.
创建时间：
2023-07-31
