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A performance comparison of large-n factor estimators

Chen, Zhuo; Connor, Gregory; Korajczyk, Robert A. - 2014

Persistent link: https://www.econbiz.de/10011486394

A Performance Comparison of Large-n Factor Estimators

Chen, Zhuo - 2018

We evaluate the performance of various methods for estimating factor returns in an approximate factor model. Differences across estimators are most pronounced when there is cross-sectional heteroskedasticity, or when cross-sectional sample sizes, n, are below 4,000 assets. Estimators...

Persistent link: https://www.econbiz.de/10012938133

Can housing price regulation improve R&D performance in universities? : evidence from China

Yang, Zhenbing; Chen, Zhuo; Shuai, Shao; Yang, Lili - In: Socio-economic planning sciences : the international … 82 (2022) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10013363534

Dynamic correlation between crude oil and agricultural futures markets

Chen, Zhuo; Yan, Bo; Kang, Hanwen - In: Review of development economics : an essential resource … 26 (2022) 3, pp. 1798-1849

Persistent link: https://www.econbiz.de/10013329684

Unintended consequences of additional support on the publications of universities : evidence from China

Yang, Zhenbing; Chen, Zhuo; Shao, Shuai; Yang, Lili - In: Technological forecasting & social change : an … 175 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013332759

Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities

Chen, Zhuo; Yan, Bo; Kang, Hanwen; Liu, Liyu - In: Review of economic design 27 (2023) 1, pp. 139-162

Persistent link: https://www.econbiz.de/10013489698

Geographically weighted regression bandwidth selection and spatial autocorrelation : an empirical example using Chinese agriculture data

Cho, Seong-hoon; Lambert, Dayton M.; Chen, Zhuo - In: Applied economics letters 17 (2010) 7/9, pp. 767-772

Persistent link: https://www.econbiz.de/10003996711

Effects of food stamp participation on body weight and obesity

Chen, Zhuo; Yen, Steven T.; Eastwood, David Ballard - In: American journal of agricultural economics 87 (2005) 5, pp. 1167-1173

Persistent link: https://www.econbiz.de/10003269313

Do arbitrage pricing models explain the predictability of stock returns?

Ferson, Wayne E. - In: The journal of business : B 68 (1995) 3, pp. 309-349

Persistent link: https://www.econbiz.de/10001186491

Semiparametric estimation of a characteristic-based factor model of stock returns

Connor, Gregory; Linton, Oliver - 2000

Persistent link: https://www.econbiz.de/10001474499