Which Factors?
收藏NBER2014-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w20682
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资源简介：
Many recently proposed, seemingly different factor models are closely related. In spanning tests, the q-factor model largely subsumes the Fama-French (2015, 2018) 5-and 6-factor models, and the q model captures the Stambaugh-Yuan (2017) model. The Stambaugh-Yuan factors are sensitive to their
提供机构：
美国国家经济研究局
创建时间：
2014-11-01
