Factors and risk premia in individual international stock returns
ContributorsChaieb, Ines; Langlois, Hugues; Scaillet, Olivier
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
Affiliation entities
Research groups
Citation (ISO format)
CHAIEB, Ines, LANGLOIS, Hugues, SCAILLET, Olivier. Factors and risk premia in individual international stock returns. 2020
Main files (1)
Report
Identifiers
- PID : unige:171636