Investment styles and the multiple testing of cross-sectional stock return predictability

Kendro Vincent; Yu-Chin Hsu; Hsiou-wei Lin

doi:10.1016/j.finmar.2020.100598

Journal of Financial Markets Vol. 56 2021

Investment styles and the multiple testing of cross-sectional stock return predictability

Kendro Vincent¹; Yu-Chin Hsu^2,3,4; Hsiou-wei Lin⁵

¹ Zhongnan University of Economics and Law · ² National Central University · ³ Institute of Economics, Academia Sinica · ⁴ National Chengchi University · ⁵ National Taiwan University

DOI: 10.1016/j.finmar.2020.100598
Volume: 56
Pages: 100598
Language: en
Sources: crossref openalex

Investment styles and the multiple testing of cross-sectional stock return predictability

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