Comparing competing factor and characteristics models : evidence in Japan
Year of publication: |
2023
|
---|---|
Authors: | Chou, Pin-huang ; Ko, Kuan-Cheng ; Rhee, S. Ghon |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 82.2023, p. 1-25
|
Subject: | Asset pricing anomalies | Asset pricing models | Errors-in-variables bias | Instrumental variables | Japanese market | Japan | CAPM | Theorie | Theory | Börsenkurs | Share price |
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