Constructing Asset Pricing Models with Specific Factor Loadings

Davidson, Ian, Guo, Qian, Song, Xiaojing and Tippett, Mark (2012) Constructing Asset Pricing Models with Specific Factor Loadings. Abacus, 48 (2). pp. 199-213. ISSN 1467-6281

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Item Type: Article
Uncontrolled Keywords: accruals quality,average return,beta,capital asset pricing model,inefficient portfolio,market-to-book ratio,size
Faculty \ School: Faculty of Social Sciences > Norwich Business School
Depositing User: Elle Green
Date Deposited: 08 Mar 2012 15:08
Last Modified: 21 Apr 2020 16:13
URI: https://ueaeprints.uea.ac.uk/id/eprint/38109
DOI: 10.1111/j.1467-6281.2012.00361.x

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