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Revisiting Fama–French's asset pricing model with an MCB volatility risk factor.

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Bibliographic Details
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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