The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors

Autor:	M. Hashem Pesaran, Ron P. Smith
Rok vydání:	2023
Předmět:	History Polymers and Plastics Business and International Management Industrial and Manufacturing Engineering
Zdroj:	SSRN Electronic Journal.
ISSN:	1556-5068
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::55d7132e66e12c71d8b1a913097532b6 https://doi.org/10.2139/ssrn.4368211 Zobrazit plný text záznamu