Factors and risk premia in individual international stock returns
ContributorsChaieb, Ines; Langlois, Hugues; Scaillet, Olivier![orcid](assets/images/orcid.png)
![orcid](assets/images/orcid.png)
Number of pages61
First online date2020-07-13
Abstract
Keywords
- Approximate factor model
- Emerging markets
- International asset pricing
- Large panel
- Market integration
- Time-varying risk premium
Research group
Citation (ISO format)
CHAIEB, Ines, LANGLOIS, Hugues, SCAILLET, Olivier. <i>Factors and risk premia in individual international stock returns</i>. 2020
Main files (1)
Report
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Identifiers
- PID : unige:171636