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RePEcAsset Pricing & Factors

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

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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