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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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Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu; Li, Yanglin - In: Economic modelling 124 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014463291