RIM-based value premium and factor pricing using value-price divergence
Lin William Cong, Nathan Darden George, Guojun Wang
| Year of publication: |
2023
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|---|---|
| Authors: | Cong, Lin William ; George, Nathan Darden ; Wang, Guojun |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 149.2023, p. 1-22
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| Subject: | Asset pricing | Factor models | Mispricing | RIM | Value Investing | CAPM | Theorie | Theory | Kapitaleinkommen | Capital income | Faktorenanalyse | Factor analysis | Portfolio-Management | Portfolio selection | Faktorpreis | Factor price | Finanzanalyse | Financial analysis | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2023.106812 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014462562