Asset pricing and microcaps
Year of publication: |
2023
|
---|---|
Authors: | Li, Yuming |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 24.2023, 1, p. 119-140
|
Subject: | Anomalies | Microcaps | Factor models | Theorie | Theory | CAPM | Börsenkurs | Share price | Faktorenanalyse | Factor analysis |
-
Estimating the volatility of asset pricing factors
Becker, Janis, (2018)
-
A common pattern across asset pricing anomalies
Božović, Miloš, (2022)
-
Anomaly Predictability with the Mean-Variance Portfolio
Favero, Carlo A., (2023)
- More ...
-
Consumption habit and international stock returns
Li, Yuming, (2005)
-
Time to wealth goals in capital accumulation
MacLean, Leonard C., (2003)
-
Li, Yuming, (2006)
- More ...