Minghui Chen

Technische Universität München (TUM) - Department of Financial Management and Capital Markets

Munich, 80333

Germany

  • Technische Universität München (TUM) - Department of Financial Management and Capital Markets

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Mispricing Decomposition and Global Mispricing Index

Number of pages: 57 Posted: 19 Jan 2023 Last Revised: 14 Apr 2023
Vitor Azevedo, Minghui Chen, Christoph Kaserer and Sebastian Müller
Department of Financial Management - RPTU Kaiserslautern-Landau, Technische Universität München (TUM) - Department of Financial Management and Capital Markets, Technische Universität München (TUM) and Technische Universität München (TUM) - TUM School of Management
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Abstract:

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Mispricing; stock market anomalies; market efficiency; instrumented principal components analysis (IPCA)