Journal article 593 views
Mispricing, returns and the quest for parsimony
Wanling Rudkin,
Wanling Qiu
Finance Research Letters, Volume: 37, Start page: 101368
Swansea University Author: Wanling Qiu
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1016/j.frl.2019.101368
Abstract
Mispricing, returns and the quest for parsimony
| Published in: | Finance Research Letters |
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| ISSN: | 1544-6123 |
| Published: |
Elsevier BV
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa54551 |
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| Keywords: |
Mispricing; Stock returns; Asset pricing model fit; Factor model selection; Bayesian factor inclusion; Sharpe ratio tests |
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| College: |
Professional Services |
| Start Page: |
101368 |