Who Owns What? A Factor Model for Direct Stock Holding
收藏NBER2021-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w29065
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资源简介：
We build a cross-sectional factor model for investors' direct stock holdings, by analogy with standard time-series factor models for stock returns. We estimate the model using data from almost 10 million retail accounts in the Indian stock market. We find that stock characteristics such as firm age
提供机构：
美国国家经济研究局
创建时间：
2021-07-01
