Work

Measuring 'Dark Matter' in Asset Pricing Models

Year: 2013

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2326753

Authors: Hui Chen, Winston Wei Dou, Leonid Kogan

Institutions: National Bureau of Economic Research, Massachusetts Institute of Technology, University of Pennsylvania

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4211083441

Cites: 136

Cited by: 28

Related to: 10