Yi Zhang

Illinois Institute of Technology

Stuart Graduate School of Business

565 W. Adams St.

Chicago, IL 60661

United States

SCHOLARLY PAPERS

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Scholarly Papers (1)

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Risk Factors That Explain Stock Returns: A Non-Linear Factor Pricing Model

Number of pages: 35 Posted: 31 Oct 2017 Last Revised: 05 Sep 2018
John R. Birge and Yi Zhang
University of Chicago - Booth School of Business and Illinois Institute of Technology
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Abstract:

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Non-Linear Asset Pricing Model, Fama and Frech, Default Risk, Option, Daily stock returns