Skip to contents

  1. Lopez-Lira, Alejandro [Author]; Roussanov, Nikolai L. [Author]

    Do Common Factors Really Explain the Cross-Section of Stock Returns?

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2022]

    Published in: Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

  2. Jacob, Joshy [Author]; Pradeep K. P. [Author]; Varma, Jayanth Rama [Author]

    Performance of quality factor in Indian equity market

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [Ahmedabad]: Indian Institute of Management Ahmedabad, November 2022

    Published in: Indian Institute of Management Ahmedabad: Working paper ; 2022,11,1

  3. Elkamhi, Redouane [Author]; Lee, Jacky S. H. [Author]

    NOTE: an equilibrium asset pricing model for stocks and bonds under growth and inflation risks

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [Toronto]: [University of Toronto - Rotman School of Management], [2021]

    Published in: Joseph L. Rotman School of Management: Rotman School of Management working paper ; 3777332

  4. Cao, Hongduo [Author]; zhao, ziran [Author]; Li, Ying [Author]; Lin, Tiantian [Author]

    A Four-Factor Model with Characteristics of Stock Correlation Network : Evidence from China

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2023]

  5. Andreou, Elena [Author]; Ghysels, Eric [Author]

    Predicting the VIX and the volatility risk premium : the role of short-run funding spreads volatility factors

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Nicosia, Cyprus: Department of Economics, University of Cyprus, [2020]

    Published in: Panepistēmio Kypru: Working paper ; 2020,4

  6. Eun, Cheol S. [Author]; Lee, Kyuseok [Author]; Wei, Fengrong [Author]

    Dual Role of the Country Factors in International Asset Pricing : The Local Factors and Proxies for the Global Factors

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2023]