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Quantitative Finance Volume 19, 2019 - Issue 10
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Research Papers

Weighing asset pricing factors: a least squares model averaging approach

Yue QiuSchool of Economics, Department of Finance, Xiamen University, Xiamen, Fujian361005, People's Republic of ChinaView further author information
,
Yu RenWenlan School of Business, Zhongnan University of Economics and Law, Wuhan, Hubei, 430073, People's Republic of ChinaCorrespondence[email protected]
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Tian XieCollege of Business, Shanghai University of Finance and Economics, Shanghai, 200433, People's Republic of ChinaView further author information
Pages 1673-1687 | Received 10 Oct 2018, Accepted 15 Mar 2019, Published online: 30 Apr 2019

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Chaohui Guo & Jialiang Li. (2022) Homogeneity and Structure Identification in Semiparametric Factor Models. Journal of Business & Economic Statistics 40:1, pages 408-422.
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Articles from other publishers (2)

Ming Gao, Xingyu Chen, Yiyin Xu, Tianyu Xia, Ping Wang & Boyang Chen. (2023) A multi-dimensional analysis on potential drivers of China's city-level low-carbon economy from the perspective of spatial spillover effects. Journal of Cleaner Production 419, pages 138300.
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Yue Qiu, Zongrun Wang, Tian Xie & Xinyu Zhang. (2021) Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. Journal of Empirical Finance 62, pages 179-201.
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