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New Evidence on Conditional Factor Models

Research output: Contribution to journalArticleScientificpeer-review

LanguageEnglish
Peer-reviewed scientific journalJournal of Financial and Quantitative Analysis
Volume54
Issue number5
Pages1975-2016
Number of pages42
ISSN0022-1090
DOIs
Publication statusPublished - 2019
MoE publication typeA1 Journal article - refereed

    Research areas

  • 512 Business and Management - asset pricing models, conditional factor models, conditional CAPM, equity risk, investment and profitability risk factors, stock market anomalies, cross-section of stock, time-varying betas

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DOI

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