APA (7th ed.) Citation

Chen, X., & Gao, N. R. (2020). Revisiting Fama–French's asset pricing model with an MCB volatility risk factor. Journal of Risk Finance (Emerald Group Publishing Limited), 21(3), 233. https://doi.org/10.1108/JRF-07-2019-0130

Chicago Style (17th ed.) Citation

Chen, Xiaoying, and Nicholas Ray-Wang Gao. "Revisiting Fama–French's Asset Pricing Model with an MCB Volatility Risk Factor." Journal of Risk Finance (Emerald Group Publishing Limited) 21, no. 3 (2020): 233. https://doi.org/10.1108/JRF-07-2019-0130.

MLA (9th ed.) Citation

Chen, Xiaoying, and Nicholas Ray-Wang Gao. "Revisiting Fama–French's Asset Pricing Model with an MCB Volatility Risk Factor." Journal of Risk Finance (Emerald Group Publishing Limited), vol. 21, no. 3, 2020, p. 233, https://doi.org/10.1108/JRF-07-2019-0130.