Risk Factors in the Indonesian Stock Market
Factor Data
Key Findings
Reference
Chishen Wei
Linti Zhang
Nanqi Li
We are the coauthor team of this paper. Linti is the correspondence author for this paper.
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Hong Kong
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Reference
The reference we take in our research
We refer to
Jensen, Kelly and Pederson (2023)
for the Bayesian Framework and also the data cleaning.