Noisy prices and the Fama-French five-factor asset pricing model in China
Qi Lin
| Year of publication: |
June 2017
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|---|---|
| Authors: | Lin, Qi |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 31.2017, p. 141-163
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| Subject: | Asset pricing | Noise in prices | Profitability | Investment | Chinese evidence | China | CAPM | Börsenkurs | Share price | Preis | Price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2017.04.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011803182