Which is the better fourth factor in China? : reversal or turnover?
Year of publication: |
2020
|
---|---|
Authors: | Lin, Hung-Wen ; Huang, Jing-Bo ; Lin, Kun-Ben ; Zhang, Joyce ; Chen, Shu-Heng |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 62.2020, p. 1-26
|
Subject: | Asset pricing | Cross-section factor | Factor models | Price reversal | China | CAPM | Faktorenanalyse | Factor analysis |
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