{"title":"“在资产定价模型中测量‘暗物质’”在线附录","authors":"Hui Chen, W. Dou, L. Kogan","doi":"10.2139/ssrn.3461503","DOIUrl":null,"url":null,"abstract":"This is the supplemental material to the paper titled \"Measuring 'Dark Matter' in Asset Pricing Models.\" It includes detailed derivations, as well as additional empirical and theoretical results.","PeriodicalId":209192,"journal":{"name":"ERN: Asset Pricing Models (Topic)","volume":"45 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Online Appendix for 'Measuring the 'Dark Matter' in Asset Pricing Models'\",\"authors\":\"Hui Chen, W. Dou, L. Kogan\",\"doi\":\"10.2139/ssrn.3461503\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This is the supplemental material to the paper titled \\\"Measuring 'Dark Matter' in Asset Pricing Models.\\\" It includes detailed derivations, as well as additional empirical and theoretical results.\",\"PeriodicalId\":209192,\"journal\":{\"name\":\"ERN: Asset Pricing Models (Topic)\",\"volume\":\"45 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2019-12-31\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ERN: Asset Pricing Models (Topic)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.3461503\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: Asset Pricing Models (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3461503","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Online Appendix for 'Measuring the 'Dark Matter' in Asset Pricing Models'
This is the supplemental material to the paper titled "Measuring 'Dark Matter' in Asset Pricing Models." It includes detailed derivations, as well as additional empirical and theoretical results.