New evidence on risk factors, characteristics and the cross-sectional variation of Japanese stock returns (Q841851)
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scientific article; zbMATH DE number 5604983
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New evidence on risk factors, characteristics and the cross-sectional variation of Japanese stock returns |
scientific article; zbMATH DE number 5604983 |
Statements
New evidence on risk factors, characteristics and the cross-sectional variation of Japanese stock returns (English)
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18 September 2009
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Fama and French factors
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generalized method of moments (GMM)
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characteristic model
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factor model
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