Sun, Feng; Liu, Cheng; Zhou, Xiaoguang - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-18
industry asset. This paper adopts heterogeneous panel and exploratory factor analysis methods, measuring industry risk by … industry risk premium index, and constructs an industry MVS three dimensions vector factor model to analyze the factors … consistent and affecting extent to industry risk. Furthermore, this paper analyzes simultaneously the linkage effect and working …