• 901 Citations
  • 12 h-Index
1992 …2018
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Research Output 1992 2018

  • 901 Citations
  • 12 h-Index
  • 27 Article
  • 1 Review article
Filter
Review article
2018
2 Citations (Scopus)

Beta Matrix and Common Factors in Stock Returns

Ahn, S., Horenstein, A. R. & Wang, N., Jun 1 2018, In : Journal of Financial and Quantitative Analysis. 53, 3, p. 1417-1440 24 p.

Research output: Contribution to journalReview article

Estimator
Stock returns
Common factors
Simulation
Bayesian information criterion