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Supplementary Data - Monthly factor returns.ods (134.44 kB)

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Data: Factor models for Chinese A-shares

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posted on 2022-01-24, 08:17 authored by Laurens SwinkelsLaurens Swinkels

This file contains the monthly returns of the Chinese A-share equity factor series (2000-2019) used in Hanauer, Jansen, Swinkels, Zhou (2022).

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China Investing Asset Pricing Factor Models Finance Financial Econometrics Investment and Risk Management

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