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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
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URI: https://cronfa.swan.ac.uk/Record/cronfa54551
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first_indexed 2020-06-26T13:23:32Z
last_indexed 2021-01-07T04:18:11Z
id cronfa54551
recordtype SURis
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spelling 2021-01-06T17:59:52.1302600 v2 54551 2020-06-25 Mispricing, returns and the quest for parsimony dcbad51452ff28fbfdf7e82d4669c6a4 Wanling Qiu Wanling Qiu true false 2020-06-25 BAF Journal Article Finance Research Letters 37 101368 Elsevier BV 1544-6123 Mispricing; Stock returns; Asset pricing model fit; Factor model selection; Bayesian factor inclusion; Sharpe ratio tests 0 0 0 0001-01-01 10.1016/j.frl.2019.101368 COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 2021-01-06T17:59:52.1302600 2020-06-25T21:15:52.0710089 Professional Services ISS - Uncategorised Wanling Rudkin 1 Wanling Qiu 2
title Mispricing, returns and the quest for parsimony
spellingShingle Mispricing, returns and the quest for parsimony
Wanling Qiu
title_short Mispricing, returns and the quest for parsimony
title_full Mispricing, returns and the quest for parsimony
title_fullStr Mispricing, returns and the quest for parsimony
title_full_unstemmed Mispricing, returns and the quest for parsimony
title_sort Mispricing, returns and the quest for parsimony
author_id_str_mv dcbad51452ff28fbfdf7e82d4669c6a4
author_id_fullname_str_mv dcbad51452ff28fbfdf7e82d4669c6a4_***_Wanling Qiu
author Wanling Qiu
author2 Wanling Rudkin
Wanling Qiu
format Journal article
container_title Finance Research Letters
container_volume 37
container_start_page 101368
institution Swansea University
issn 1544-6123
doi_str_mv 10.1016/j.frl.2019.101368
publisher Elsevier BV
college_str Professional Services
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hierarchy_top_id professionalservices
hierarchy_top_title Professional Services
hierarchy_parent_id professionalservices
hierarchy_parent_title Professional Services
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published_date 0001-01-01T04:08:09Z
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