Assessing the usefulness of daily and monthly asset-pricing factors for Australian equities
Year of publication: |
2022
|
---|---|
Authors: | Gray, Philip K. ; Zhong, Angel |
Published in: |
Accounting and finance. - Melbourne : Wiley-Blackwell, ISSN 1467-629X, ZDB-ID 1482438-3. - Vol. 62.2022, 1, p. 181-211
|
Subject: | Asset pricing | Data mining | Data snooping | Factors | Market risk premium | Pricing error | Australien | Australia | CAPM | Risikoprämie | Risk premium | Data Mining | Theorie | Theory | Börsenkurs | Share price |
-
Anomalies, risk adjustment and seasonality : Australian evidence
Zhong, Angel, (2014)
-
Cakici, Nusret, (2021)
-
The pricing of idiosyncratic volatility : an Australian study
Liu, Bin, (2016)
- More ...
-
Anomalies, risk adjustment and seasonality : Australian evidence
Zhong, Angel, (2014)
-
Political uncertainty, market anomalies and Presidential honeymoons
Chan, Kam Fong, (2020)
-
Investment-related anomalies in Australia : evidence and explanations
Cao, Viet Nga, (2019)
- More ...