Fama and French's ["The Cross-Section of Expected Stock Returns," Journal of Finance 1992] model of stock returns includes factors for ______.
A) relative financial distress, and the domestic and global market indices
B) relative financial distress, the market index, and analysts' earnings forecasts
C) relative financial distress, the market index, and currency risk
D) relative financial distress, the market index, and firm size
E) relative financial distress, the market index, and industrial production
Correct Answer:
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