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中文期刊(557348)
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期刊名称

journal of banking & finance(1)

关键词

asset pricing; factor models; mispricing; rim; value investing(1)

作者

Cong, Lin William AND Cong, Lin William AND George, Nathan Darden AND Wang, Guojun(0)

机构

cornell univ, samuel curtis johnson grad sch management, ithaca, ny usa(1)
natl bur econ res nber, cambridge, ma usa(1)
shanghai normal univ, sch finance & business, shanghai, peoples r china(1)
univ calif berkeley, haas sch business, berkeley, ca usa(1)

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年份

2023(1)

科研产出

条件:

资源类型: 外文期刊

作者:Cong, Lin William(精确检索)

作者:George, Nathan Darden(精确检索)

作者:Wang, Guojun(精确检索)

排序方式：

1RIM-based value premium and factor pricing using value-price divergence

作者： Cong, Lin William; Cong, Lin William; George, Nathan Darden; Wang, Guojun; SCI

机构： Cornell Univ, Samuel Curtis Johnson Grad Sch Management, Ithaca, NY USA; Natl Bur Econ Res NBER, Cambridge, MA USA; Univ Calif Berkeley, Haas Sch Business, Berkeley, CA USA; Shanghai Normal Univ, Sch Finance & Business, Shanghai, Peoples R China;

来源：JOURNAL OF BANKING & FINANCE

关键词： Asset pricing; Factor models; Mispricing; RIM; Value Investing

年份：2023