Are the Fama–French factors good proxies for latent risk factors? Evidence from the data of SHSE in China
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References listed on IDEAS
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KeywordsFama–French factors; Latent risk factors; Proxies; Principal components;
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- G1 - Financial Economics - - General Financial Markets
- G2 - Financial Economics - - Financial Institutions and Services
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