Linear Factor Models in U.K. Stock Returns
A study of U.K. stock returns found that all multifactor models are inefficient, with the eight-factor model of Chib and Zeng performing best.
Featured in No. 70 on 17 Oct 2024 · on release day
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- 17 Oct 2024
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- No. 70 · 17 Oct 2024
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- RePEc:kap:rqfnac:v:63:y:2024:i:3:d:10.1007_s11156-024-01286-0
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