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Testing factor models when ass...
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Zhao, Qing
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Testing for no-cointegration under time-varying variance
Wang, Shaoping
;
Zhao, Qing
;
Li, Yanglin
- In:
Economics letters
182
(
2019
),
pp. 45-49
Persistent link: https://www.econbiz.de/10012122426
Saved in:
2
When does the stock market recover from a crisis?
Li, Yanglin
;
Wang, Shaoping
;
Zhao, Qing
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805444
Saved in:
3
Do factor models explain stock returns when prices behave explosively? : evidence from China
Wang, Shaoping
;
Yu, Lu
;
Zhao, Qing
- In:
Pacific-Basin finance journal
67
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013252942
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