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High-dimensional test for alpha in linear
factor
pricing
models with sparse alternatives
Feng, Long
;
Lan, Wei
;
Liu, Binghui
;
Ma, Yanyuan
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 152-175
Persistent link: https://www.econbiz.de/10013441842
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2
Stock return asymmetry in China
Chen, Dongxu
;
Wu, Ke
;
Zhu, Yifeng
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013380678
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