Shinn-Juh Lin

National Chengchi University

Assistant Professor

Taiwan

SCHOLARLY PAPERS

2

DOWNLOADS

140

CITATIONS

1

Scholarly Papers (2)

1.

Firm Characteristics, Alternative Factors, and Asset-Pricing Anomalies: Evidence from Japan

Finance and Corporate Governance Conference 2010 Paper
Number of pages: 38 Posted: 27 Dec 2009
National Central University, National Chi Nan University - College of Management, National Central University at Taiwan and National Chengchi University
Downloads 84 (220,932)

Abstract:

factors, characteristics, asset-pricing anomalies, Fama-MacBeth cross-sectional regression, least-trimmed squares

2.

Factors, Characteristics and Endogenous Structural Breaks: Evidence from Japan

Number of pages: 36 Posted: 18 Aug 2011
Pin-Huang Chou, Kuan-Cheng Ko and Shinn-Juh Lin
National Central University, National Chi Nan University - College of Management and National Chengchi University
Downloads 35 (323,984)
Citation 1

Abstract:

factor model, characteristic model, structural break, Japanese market