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A Global Mispricing Factor Model
Han, Xing
(Primary Chief Investigator)
Pan, Terry
(Primary Chief Investigator)
Department of Applied Finance
Centre for Corporate Sustainability and Environmental Finance
Project
:
Research
Overview
Research Outputs
(1)
Project Details
Status
Finished
Effective start/end date
1/08/19
→
31/07/20
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Research Output
Research Output per year
2020
2020
1
Article
Research Output per year
Research Output per year
Correlation and the omitted variable: A tale of two prices
Han, X. &
Pan, Z.
,
22 Sep 2020
,
In :
Financial Management.
34 p.
Research output
:
Contribution to journal
›
Article
Omitted variables
Pricing
Firm size
Comovement
Coskewness