Work

Measuring the stock's factor beta and identifying risk factors under market inefficiency

Year: 2021

Type: article

Source: The Quarterly Review of Economics and Finance

DOI: 10.1016/j.qref.2021.03.014

Author: Andrei Semenov

Institution: York University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3156340887

FWCI: 0.415

Cites: 90

Cited by: 2

Related to: 10