AN examination of linear factor models in U.K. stock returns in the presence of dynamic trading
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DOI: 10.1007/s11156-024-01286-0
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More about this item
Keywords
Multi-factor models; Asset pricing; Conditioning information; Dynamic trading;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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