Mispricing Factors
收藏NBER2015-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w21533
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资源简介：
A four-factor model with two "mispricing" factors, in addition to market and size factors, accommodates a large set of anomalies better than notable four- and five-factor alternative models. Moreover, our size factor reveals a small-firm premium nearly twice usual estimates. The mispricing factors
提供机构：
美国国家经济研究局
创建时间：
2015-09-01
