An empirical evaluation of the salience-based asset pricing model: Evidence from Australia-Reference-Cited by-同舟云学术

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An empirical evaluation of the salience-based asset pricing model: Evidence from Australia

Published:2024-04 Issue: Volume:84 Page:102252
ISSN:0927-538X
Container-title:Pacific-Basin Finance Journal
language:en
Short-container-title:Pacific-Basin Finance Journal

Author:

Lee Deok-Hyeon,Min Byoung-Kyu,Xiao Yucaho

Funder

Hanyang University

Publisher

Elsevier BV

Reference21 articles.

1. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financ. Mark.,2002

2. The cross-section of volatility and expected returns;Ang;J. Financ.,2006

3. The devil in HML’s details;Asness;J. Portf. Manag.,2013

4. Quality minus junk;Asness;Rev. Acc. Stud.,2019

5. ASX Australian Investor Study 2020;ASX,2020

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