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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.
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
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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 145264869
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
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  Data: Revisiting Fama–French's asset pricing model with an MCB volatility risk factor.
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  Data: <searchLink fieldCode="AR" term="%22Chen%2C+Xiaoying%22">Chen, Xiaoying</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> cindy.chen@csulb.edu</i><br /><searchLink fieldCode="AR" term="%22Gao%2C+Nicholas+Ray-Wang%22">Gao, Nicholas Ray-Wang</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> nraygao68@gmail.com</i>
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Risk+Finance+%28Emerald+Group+Publishing+Limited%29%22">Journal of Risk Finance (Emerald Group Publishing Limited)</searchLink>. 2020, Vol. 21 Issue 3, p233-251. 19p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=145264869
RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1108/JRF-07-2019-0130
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      – Code: eng
        Text: English
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        PageCount: 19
        StartPage: 233
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      – TitleFull: Revisiting Fama–French's asset pricing model with an MCB volatility risk factor.
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            NameFull: Chen, Xiaoying
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            NameFull: Gao, Nicholas Ray-Wang
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              Text: 2020
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              Y: 2020
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            – TitleFull: Journal of Risk Finance (Emerald Group Publishing Limited)
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