---
title: Linear Factor Models in U.K. Stock Returns
url: https://www.ml-quant.com/papers/repec/kap-rqfnac-v-63-y-2024-i-3-d-10-1007-s11156-024-01286-0/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:kap:rqfnac:v:63:y:2024:i:3:d:10.1007_s11156-024-01286-0
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11156-024-01286-0%3Bh%3Drepec%3Akap%3Arqfnac%3Av%3A63%3Ay%3A2024%3Ai%3A3%3Ad%3A10.1007_s11156-024-01286-0
featured: 2024-10-17
citations: unknown
topic: Asset 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11156-024-01286-0%3Bh%3Drepec%3Akap%3Arqfnac%3Av%3A63%3Ay%3A2024%3Ai%3A3%3Ad%3A10.1007_s11156-024-01286-0
- Identifier: RePEc:kap:rqfnac:v:63:y:2024:i:3:d:10.1007_s11156-024-01286-0
- Released: 2024-10-17
- First featured: Quant Letter No. 70 (2024-10-17): https://www.ml-quant.com/issues/2024-10-17/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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