Do the production-based factors capture the time-varying patterns in stock returns?
Year of publication: |
2013
|
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Authors: | Kang, Hankil ; Kang, Jangkoo ; Lee, Changjun |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 15.2013, p. 122-135
|
Subject: | Production-based model | Chen, Novy-Marx, and Zhang three-factor model | Conditional asset pricing model | Expected return | Kapitalmarkttheorie | Financial economics | Kapitaleinkommen | Capital income | Theorie | Theory |
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