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Persistent link: https://www.econbiz.de/10013548070

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Re-Examining the Chinese A-Share Herding Behavior With a Fama-French Augmented Seven-Factor Model

Li, Chao - 2018

In view of the contradicting results in existing research, this paper proposes a new Weighted Cross-Sectional Variance (WCSV) model to re-examine the level of herding behavior in the Chinese A-share market. Motivated by the original WCSV model, we utilize a Fama-French augmented seven-factor...

Persistent link: https://www.econbiz.de/10012917199

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Survival analysis with heterogeneous covariate measurement error

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