Which Factors
Kewei Hou,Haitao Mo,Chen Xue,Lu Zhang 2018
This article can be found here.
This article mentions the q-factor model:
- size (market cap)
- I/A (asset log growth)
- ROE=E/BV (return on equity)
Kewei Hou,Haitao Mo,Chen Xue,Lu Zhang 2018
This article can be found here.
This article mentions the q-factor model: