英国股票收益因素模型扫描

Jonathan Fletcher, Andrew Marshall, Michael O’Connell
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引用次数: 0

摘要

我们使用 Chib, S., X. Zeng 和 L. Zhao 的贝叶斯模型扫描方法。2020.论资产定价模型的比较》。金融杂志》75 (1):551-577. https://doi.org/10.1111/jofi.12854, and...
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Model scan of factors in U.K. stock returns
We use the Bayesian model scan approach of Chib, S., X. Zeng, and L. Zhao. 2020. ‘On Comparing Asset Pricing Models.’ The Journal of Finance 75 (1): 551–577. https://doi.org/10.1111/jofi.12854, and...
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