Mispricing in linear asset pricing models Article

Kang, Qiang. (2025). Mispricing in linear asset pricing models . APPLIED ECONOMICS, 57(11), 1196-1220. 10.1080/00036846.2024.2311733

cited authors

  • Kang, Qiang

sustainable development goals

authors

publication date

  • March 3, 2025

published in

keywords

  • Business & Economics
  • CONDITIONAL CAPM
  • CROSS-SECTION
  • Economics
  • G12
  • G14
  • MARKET
  • MOMENTUM
  • Mispricing
  • PREFERENCE
  • RETURNS
  • RISK
  • SKEWNESS
  • STOCK
  • Social Sciences
  • contrarian
  • linear asset pricing model
  • momentum
  • time-varying beta
  • time-varying risk premium

Digital Object Identifier (DOI)

publisher

  • ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD

start page

  • 1196

end page

  • 1220

volume

  • 57

issue

  • 11