Extremely High R2 for Fama-French Regressions?

Hi I am researching CAPM, Fama-French 3F and Fama-French 5F. I used the data from their website on the factors (5F 2x3) and the portfolio's formed on Size-BM, Size-INV and Size-OP sorted 2x3 from...

21 April 2021 5,137 3 View