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Search: subject:"q-factor"
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Zhang, Lu
6
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Fisher College of Business working paper series
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ECONIS (ZBW)
13
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1
Comprehensive asset pricing tests in the Korean stock market
Bae, Jaewan
;
Kang, Jangkoo
;
Park, Jun
- In:
Asia-Pacific journal of financial studies
53
(
2024
)
4
,
pp. 436-466
Persistent link: https://www.econbiz.de/10015097641
Saved in:
2
Do factors matter?
Loughran, Tim
- In:
Critical finance review
14
(
2025
)
3
,
pp. 329-355
Persistent link: https://www.econbiz.de/10015552442
Saved in:
3
The use of asset growth in empirical asset pricing models
Cooper, Michael J.
;
Gulen, Huseyin
;
Ion, Mihai
- In:
Journal of financial economics
151
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
Saved in:
4
q-factors and investment CAPM
Zhang, Lu
-
2019
The
q-factor
model shows strong explanatory power and largely summarizes the cross section of average stock returns. In … particular, the
q-factor
model fully subsumes the Fama-French (2018) 6-factor model in head-to-head factor spanning tests. The
q-factor
…
Persistent link: https://www.econbiz.de/10012168924
Saved in:
5
Which factors
Hou, Kewei
;
Mo, Haitao
;
Xue, Chen
;
Zhang, Lu
-
2018
Many recently proposed, seemingly different factor models are closely related. In spanning tests, the
q-factor
model …
Persistent link: https://www.econbiz.de/10011969114
Saved in:
6
q5
Hou, Kewei
;
Mo, Haitao
;
Xue, Chen
;
Zhang, Lu
-
2018
the Hou-Xue-Zhang (2015)
q-factor
model with the new factor, shows strong explanatory power in the cross section, and …
Persistent link: https://www.econbiz.de/10011969143
Saved in:
7
q5
Hou, Kewei
;
Mo, Haitao
;
Xue, Chen
;
Zhang, Lu
-
2018
Persistent link: https://www.econbiz.de/10011888412
Saved in:
8
Digesting anomalies : a
q-factor
approach for the Thai market
Charoenwong, Ben
;
Sampan Nettayanun
;
Kanis Saengchote
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013370255
Saved in:
9
The 52-week high, q-theory, and the cross section of stock returns
George, Thomas J.
;
Hwang, Chuan-Yang
;
Li, Yuan
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 148-163
Persistent link: https://www.econbiz.de/10011970872
Saved in:
10
The
q-factor
model and the redundancy of the value factor : an application to hedge funds
Racicot, François-Éric
;
Théoret, Raymond
- In:
Journal of asset management
17
(
2016
)
7
,
pp. 526-539
Persistent link: https://www.econbiz.de/10011648215
Saved in:
1
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