مرکز منطقه ای اطلاع رساني علوم و فناوري - Data frequency and the number of factors in stock returns

Title of article :

Data frequency and the number of factors in stock returns

Author/Authors :

Roger D. Huang، نويسنده , , Hoje Jo، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1995

Pages :

From page :

987

To page :

1003

Keywords :

Data frc4ucncy: Number of factor , : -\rbitrage pricing theory: Approximate factor structure , Asymptotic principal component analysis

Journal title :

Journal of Banking and Finance

Serial Year :

1995

Journal title :

Journal of Banking and Finance

Record number :

192799

Link To Document :