Work

Taming the Factor Zoo: A Test of New Factors

Year: 2017

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2934020

Authors: Guanhao Feng, Stefano Giglio, Dacheng Xiu

Institutions: City University of Hong Kong, National Bureau of Economic Research, Yale University, Centre for Economic Policy Research, University of Chicago

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3011735971

Cites: 73

Cited by: 33

Related to: 10