Revisiting Fama–French's asset pricing model with an MCB volatility risk factor.
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| Title: | Revisiting Fama–French's asset pricing model with an MCB volatility risk factor. |
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| Authors: | Chen, Xiaoying1 (AUTHOR) cindy.chen@csulb.edu, Gao, Nicholas Ray-Wang2 (AUTHOR) nraygao68@gmail.com |
| Source: | Journal of Risk Finance (Emerald Group Publishing Limited). 2020, Vol. 21 Issue 3, p233-251. 19p. |
| Database: | Business Source Ultimate |
| ISSN: | 15265943 |
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| DOI: | 10.1108/JRF-07-2019-0130 |
