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Which is the better fourth factor in China? : reversal or turnover?
Lin, Hung-Wen; Huang, Jing-Bo; Lin, Kun-Ben; Zhang, Joyce; … - In: Pacific-Basin finance journal 62 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012491148
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The competitions of time-varying and constant loadings in asset pricing models : empirical evidence and agent-based simulations
Lin, Hung-Wen; Huang, Jing-Bo; Lin, Kun-Ben; Chen, Shu-Heng - In: Journal of economic interaction and coordination 17 (2022) 2, pp. 577-612
Persistent link: https://www.econbiz.de/10013271952