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Which Alpha?. (2015). Shanken, Jay ; Barillas, Francisco.
In: NBER Working Papers.
RePEc:nbr:nberwo:21698.

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  1. The five-factor asset pricing model tests for the Chinese stock market. (2017). Guo, Bin ; Zhang, Han.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:43:y:2017:i:c:p:84-106.

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  2. Noisy prices and the Fama–French five-factor asset pricing model in China. (2017). Lin, QI.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:31:y:2017:i:c:p:141-163.

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  3. Accruals, cash flows, and operating profitability in the cross section of stock returns. (2016). Ball, Ray ; Nikolaev, Valeri ; Linnainmaa, Juhani T ; Gerakos, Joseph.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:121:y:2016:i:1:p:28-45.

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  18. Which Alpha?. (2015). Shanken, Jay ; Barillas, Francisco.
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    RePEc:nbr:nberwo:21698.

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