Factor Zoo is an academic phenomenon in asset pricing theory characterized by the proliferation of empirical factors proposed to explain cross-sectional variations in expected returns, distinguished by the excessive and often redundant accumulation of such factors beyond a parsimonious set.
10
Publications
1.2K
Citations
23
Authors
32
Institutions
Publications per year
2017–2026
10
Parents
Publications
10
Taming the Factor Zoo: A Test of New Factors
Guanhao Feng, Stefano Giglio, Dacheng Xiu · The Journal of Finance · 2020 · 715 citations
1–5 of 10
Authors
23
- GF
3
h-index
- SG
3
h-index
- SB
2
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- CJChristian Julliard
London School of Economics and Political Science, United Kingdom
2 publications · 191 citations
2
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- DX
2
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1–5 of 23
Institutions
32
Centre for Economic Policy Research
London, United Kingdom
5 h-index
7 publications
947 citations
National Bureau of Economic Research
Cambridge, United States
4 h-index
6 publications
1K citations
City University of Hong Kong
Hong Kong, Hong Kong
3 h-index
5 publications
953 citations
Yale University
New Haven, United States
3 h-index
5 publications
953 citations
London Business School
London, United Kingdom
2 h-index
3 publications
305 citations
University of Hong Kong
Pok Fu Lam, Hong Kong
2 h-index
3 publications
305 citations
London School of Business and Finance
London, United Kingdom
2 h-index
4 publications
382 citations
London School of Economics and Political Science
London, United Kingdom
2 h-index
3 publications
305 citations
1–8 of 32
Venues
- SSRN Electronic Journal
Repository · 5 publications · 188 citations
5
h-index
- The Journal of Finance
2 publications · 829 citations
2
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- Machine Learning with Applications
1 publications · 72 citations
1
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- Journal of Business Economics
1 publications · 14 citations
1
h-index
- National Bureau of Economic Research
Repository · 1 publications · 68 citations
1
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1–5