Factor-timing in the Chinese factor zoo : the role of economic policy uncertainty
Year of publication: |
2023
|
---|---|
Authors: | Li, Zhiyong ; Wan, Yifan ; Wang, Tianyi ; Yu, Mei |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 85.2023, p. 1-19
|
Subject: | Economic policy uncertainty | Factor timing | Size premium | Wirtschaftspolitik | Economic policy | China | Risiko | Risk |
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