Erasmus University Rotterdam (EUR)
Browse
Download file
Download file
1/1
2 files

Data: Factor models for Chinese A-shares

Download all (249.73 kB)
dataset
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).

History

Usage metrics

    Erasmus School of EconomicsErasmus School of Economics

    Categories

    Keywords

    ChinaInvestingAsset PricingFactor ModelsFinanceFinancial EconometricsInvestment and Risk Management

    Licence

    CC BY 4.0

    Exports