SSRNOther
Beta Factors in Japanese Stocks
Research indicates that the Japanese stock market struggles with managing multiple factors and error-in-variable bias, resulting in a negative alpha related to market beta.
Featured in No. 29 on 13 Dec 2023 · 6 days after release
- Released
- 7 Dec 2023
- First featured
- No. 29 · 13 Dec 2023
- Published in
- Not yet, as far as Semantic Scholar knows
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- 5
- Identifier
- SSRN 4657065
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