SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Taming the Factor Zoo: A Test of New Factors · Study

PreprintShelves

PreprintTaming the Factor Zoo: A Test of New Factors

Guanhao Feng2017

OA

Preprintgreen2017

Taming the Factor Zoo: A Test of New Factors

Guanhao Feng · Stefano Giglio · Dacheng Xiu

33 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Statistical Methods and Inference

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 33 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1997On Persistence in Mutual Fund Performance 1973Risk, Return, and Equilibrium: Empirical Tests 2003Liquidity Risk and Expected Stock Returns 1986Economic Forces and the Stock Market 1972The capital asset pricing model: Some empirical tests 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2019Taming the Factor Zoo: A Test of New Factorsreport · 37 shared references 2020Taming the Factor Zoo: A Test of New Factorsarticle · 24 shared references 2014. . . and the Cross-Section of Expected Returnsreport · 24 shared references 2020Multifactor Models and Their Consistency with the APTarticle · 24 shared references 2011Empirical cross-sectional asset pricing: a surveyarticle · 22 shared references 2021Open Source Cross-Sectional Asset Pricingarticle · 22 shared references

Details

Year2017

Typepreprint

Published2017-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations33

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.2934020

openalex_workW3011735971

Links

Imported from OpenAlex (CC0) — nothing here is generated.