Browse
Search
DATASET
Supplementary Data - Monthly factor returns.
ods
(134.44 kB)
View file
Download file
DOCUMENT
Readme.
pdf
(115.29 kB)
View file
Download file
Next page
Previous page
1/1
Switch View
Switch between different file views
Thumbnail view
List view
File view
2 files
Fullscreen
Data: Factor models for Chinese A-shares
Cite
Download all
(249.73 kB)
Share
Embed
dataset
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).
History
Usage metrics
Erasmus School of Economics
Categories
Finance
Financial econometrics
Investment and risk management
Keywords
China
Investing
Asset Pricing
Factor Models
Finance
Financial Econometrics
Investment and Risk Management
Licence
CC BY 4.0
Exports
Select an option
RefWorks
BibTeX
Ref. manager
Endnote
DataCite
NLM
DC