Work

Noisy prices and the Fama–French five-factor asset pricing model in China

Year: 2017

Type: article

Source: Emerging Markets Review

DOI: 10.1016/j.ememar.2017.04.002

Author: Qi Lin

Institution: Zhejiang University of Finance and Economics

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2605589760

FWCI: 14.4

Cites: 43

Cited by: 106

Related to: 10