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Supplementary Data - Monthly factor returns.
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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 Swinkels
Laurens 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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Categories
Finance
Financial econometrics
Investment and risk management
Keywords
China
Investing
Asset Pricing
Factor Models
Finance
Financial Econometrics
Investment and Risk Management
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CC BY 4.0
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