Uniform testing and portfolio strategies for single and multifactor asset pricing models in the Pacific Basin markets

An-Sing Chen Department of Finance, National Chung Cheng University, 168 University Rd., Min-Hsiung, Chia-Yi 621, Taiwan, R.O.CCorrespondence[email protected]

Shih-Chuan Fang Department of Finance, National Chung Cheng University, 168 University Rd., Min-Hsiung, Chia-Yi 621, Taiwan, R.O.C; Department of Finance, Chaoyang University of Technology, 168 Jifong E. Rd., Wufong Township Taichung County, 41349, Taiwan

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Chieh-Shuo Chen. (2016) Assessing the Impact of Risk Mismeasurement and Economic Cycle on the Seasonal-Size Anomaly in Hong Kong. Modern Economy 07:01, pages 1-9.
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M.N Zarina. (2011) Asset pricing and macro factors in ASEAN5. Asset pricing and macro factors in ASEAN5.

Keith S.K. Lam & Lewis H.K. Tam. (2011) Liquidity and asset pricing: Evidence from the Hong Kong stock market. Journal of Banking & Finance 35:9, pages 2217-2230.
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Uniform testing and portfolio strategies for single and multifactor asset pricing models in the Pacific Basin markets

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Uniform testing and portfolio strategies for single and multifactor asset pricing models in the Pacific Basin markets

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