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Evaluating the Performance of Factor Pricing Models for Different Stock Market Trends: Evidence from China

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  • Yu Wang

    (Xiamen University)

  • Haicheng Shu

    (Southwestern University of Finance and Economics)

Abstract

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  • Yu Wang & Haicheng Shu, 2019. "Evaluating the Performance of Factor Pricing Models for Different Stock Market Trends: Evidence from China," Working Papers 2019-10-10, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  • Handle: RePEc:wyi:wpaper:002553
    as

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    File URL: http://research.soe.xmu.edu.cn/repec/upload/201910102138183596.pdf
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    References listed on IDEAS

    as
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