Which is the better fourth factor in China? : reversal or turnover?
Hung-Wen Lin, Jing-Bo Huang, Kun-Ben Lin, Joyce Zhang, Shu-Heng Chen
| Year of publication: |
2020
|
|---|---|
| Authors: | Lin, Hung-Wen ; Huang, Jing-Bo ; Lin, Kun-Ben ; Zhang, Joyce ; Chen, Shu-Heng |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 62.2020, p. 1-26
|
| Subject: | Asset pricing | Cross-section factor | Factor models | Price reversal | China | CAPM | Faktorenanalyse | Factor analysis | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2020.101347 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012491148