The five-factor asset pricing model tests for the Chinese stock market
By Binbin Guo, Wei Zhang, Yongjie Zhang, Han Zhang. 2017
138 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/3680a6104e84ba7dfbc0f3d36769eb2eaa0856c7
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
In Finance
- Yu Yuan
- Rob Stambaugh
- Jianan Liu
- George Serafeim
- Guofu Zhou
- Jianfeng Yu
- Nicolas P. B. Bollen
- Heiko Jacobs
In Management Science and Operations Research
Citations in the corpus
- Size and value in China (2019, methodology): “Firm-level ROE at the quarterly frequency is used.”