True or false

The SMB factor is measured as the difference in returns when you construct a portfolio by going short on value stocks and long on growth stocks. Select one: O True O False The Fama-French model completely accounts for momentum and reversal patterns in stock returns. Select one: O True O False The Box and Pierce and Ljung and Box statistics help test for semi-strong form efficiency. Select one: O True O False Tests of weak-form market efficiency suggest that stock index returns have slight negative daily (and weekly) correlations. Select one: O True O False