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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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    Erasmus School of Economics

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    ChinaInvestingAsset PricingFactor ModelsFinanceFinancial EconometricsInvestment and Risk Management

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    CC BY 4.0

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