Journal article 797 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 |
---|---|
ISSN: | 1544-6123 |
Published: |
Elsevier BV
|
Online Access: |
Check full text
|
URI: | https://cronfa.swan.ac.uk/Record/cronfa54551 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
first_indexed |
2020-06-26T13:23:32Z |
---|---|
last_indexed |
2021-01-07T04:18:11Z |
id |
cronfa54551 |
recordtype |
SURis |
fullrecord |
<?xml version="1.0"?><rfc1807><datestamp>2021-01-06T17:59:52.1302600</datestamp><bib-version>v2</bib-version><id>54551</id><entry>2020-06-25</entry><title>Mispricing, returns and the quest for parsimony</title><swanseaauthors><author><sid>dcbad51452ff28fbfdf7e82d4669c6a4</sid><firstname>Wanling</firstname><surname>Qiu</surname><name>Wanling Qiu</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2020-06-25</date><deptcode>BAF</deptcode><abstract/><type>Journal Article</type><journal>Finance Research Letters</journal><volume>37</volume><journalNumber/><paginationStart>101368</paginationStart><paginationEnd/><publisher>Elsevier BV</publisher><placeOfPublication/><isbnPrint/><isbnElectronic/><issnPrint>1544-6123</issnPrint><issnElectronic/><keywords>Mispricing; Stock returns; Asset pricing model fit; Factor model selection; Bayesian factor inclusion; Sharpe ratio tests</keywords><publishedDay>0</publishedDay><publishedMonth>0</publishedMonth><publishedYear>0</publishedYear><publishedDate>0001-01-01</publishedDate><doi>10.1016/j.frl.2019.101368</doi><url/><notes/><college>COLLEGE NANME</college><department>Accounting and Finance</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>BAF</DepartmentCode><institution>Swansea University</institution><apcterm/><lastEdited>2021-01-06T17:59:52.1302600</lastEdited><Created>2020-06-25T21:15:52.0710089</Created><path><level id="1">Professional Services</level><level id="2">ISS - Uncategorised</level></path><authors><author><firstname>Wanling</firstname><surname>Rudkin</surname><order>1</order></author><author><firstname>Wanling</firstname><surname>Qiu</surname><order>2</order></author></authors><documents/><OutputDurs/></rfc1807> |
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 |
hierarchytype |
|
hierarchy_top_id |
professionalservices |
hierarchy_top_title |
Professional Services |
hierarchy_parent_id |
professionalservices |
hierarchy_parent_title |
Professional Services |
department_str |
ISS - Uncategorised{{{_:::_}}}Professional Services{{{_:::_}}}ISS - Uncategorised |
document_store_str |
0 |
active_str |
0 |
published_date |
0001-01-01T04:08:09Z |
_version_ |
1763753580058116096 |
score |
11.036706 |