Examination and modification of multi-factor model in explaining stock excess return with hybrid approach in empirical study of Chinese stock market
Year of publication: |
2019
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Authors: | Huang, Jian ; Liu, Huazhang |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 12.2019, 2/91, p. 1-30
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Subject: | multi-factor model | risk factors | OLS and ridge regression model | python | chi-square test | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | China | CAPM | Schätzung | Estimation | Schätztheorie | Estimation theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm12020091 [DOI] hdl:10419/238966 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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