RePEc: Research Papers in Economics · 308 citations · 0 references
BusinessEconomicsFinanceEconometricsFinancial EconometricsFinancial EconomicsAsset Pricing EmpiricsAsset Return ModelingCapital MarketsFactor ModelsFactor-based InvestingRisk-return AnalysisCharacteristic-based Factor ModelsCross-section Of Asset ReturnsCross-sectional Return AnalysisFactor Model SpecificationFama-french Five-factor ModelMulti-factor Asset Pricing ModelsStock Market Returns