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Mispricing, returns and the quest for parsimony

Wanling Rudkin, Wanling Qiu

Finance Research Letters, Volume: 37, Start page: 101368

Swansea University Author: Wanling Qiu

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Published in: Finance Research Letters
ISSN: 1544-6123
Published: Elsevier BV
Online Access: Check full text

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Keywords: Mispricing; Stock returns; Asset pricing model fit; Factor model selection; Bayesian factor inclusion; Sharpe ratio tests
College: Professional Services
Start Page: 101368