Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Work
Year: 2020
Type: article
Source: Journal of Econometrics
Authors Zongwu Cai, Ying Fang, Qiuhua Xu
Institutions University of Kansas, Xiamen University, Southwestern University of Finance and Economics
Cites: 44
Cited by: 8
Related to: 10
FWCI: 1.306
Citation percentile (by year/subfield): 91.52
Subfield: Finance
Domain: Social Sciences
Open Access status: green
Funders National Natural Science Foundation of China, National Natural Science Foundation of China, National Natural Science Foundation of China, National Natural Science Foundation of China
Grant IDS 71988101, 71631004, 71131008, 71625001