Work

Systematic Risk Factors in China's Stock Market: A High‐Frequency PCA Approach

Year: 2025

Type: article

Source: Accounting and Finance

DOI: 10.1111/acfi.70092

Authors: Shunwei Zhu, Chunyang Zhou

Institution: Shanghai Jiao Tong University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Social Science Fund of China

Award: G2358935463

OpenAlex ID: W4413876791

FWCI:

Cites: 22

Cited by:

Related to: 10