000150806 001__ 150806 000150806 005__ 20251017144653.0 000150806 0247_ $$2doi$$a10.1080/13504851.2015.1042137 000150806 0248_ $$2sideral$$a142653 000150806 037__ $$aART-2015-142653 000150806 041__ $$aeng 000150806 100__ $$0(orcid)0000-0002-3816-9747$$aFerruz, Luis$$uUniversidad de Zaragoza 000150806 245__ $$aA sector strategy from the Fama and French model 000150806 260__ $$c2015 000150806 5203_ $$aIn this article, we test the degree of possible interest there may be in developing an investment strategy based on the three-factor Fama and French model (1992). To this end, we construct a sectorial strategy, taking as a market risk factor the sectorial index to which the securities belong. From our results, we conclude that the aforementioned strategy is of limited use, given that no extraordinary consistent yields are obtained. From this, we conclude that the hypothesis of the efficient market can be accepted. 000150806 540__ $$9info:eu-repo/semantics/closedAccess$$aAll rights reserved$$uhttp://www.europeana.eu/rights/rr-f/ 000150806 590__ $$a0.378$$b2015 000150806 591__ $$aECONOMICS$$b280 / 341 = 0.821$$c2015$$dQ4$$eT3 000150806 592__ $$a0.34$$b2015 000150806 593__ $$aEconomics and Econometrics$$c2015$$dQ3 000150806 655_4 $$ainfo:eu-repo/semantics/article$$vinfo:eu-repo/semantics/publishedVersion 000150806 700__ $$0(orcid)0000-0003-2795-3728$$aBadía, Guillermo$$uUniversidad de Zaragoza 000150806 7102_ $$14002$$2230$$aUniversidad de Zaragoza$$bDpto. Contabilidad y Finanzas$$cÁrea Economía Finan. y Contab. 000150806 773__ $$g22, 18 (2015), 1511-1514$$pAppl. econ. lett.$$tAPPLIED ECONOMICS LETTERS$$x1350-4851 000150806 8564_ $$s237018$$uhttps://zaguan.unizar.es/record/150806/files/texto_completo.pdf$$yVersión publicada 000150806 8564_ $$s1160882$$uhttps://zaguan.unizar.es/record/150806/files/texto_completo.jpg?subformat=icon$$xicon$$yVersión publicada 000150806 909CO $$ooai:zaguan.unizar.es:150806$$particulos$$pdriver 000150806 951__ $$a2025-10-17-14:37:15 000150806 980__ $$aARTICLE