Anomalies in the China A-share market M Jansen, L Swinkels, W Zhou Pacific-Basin Finance Journal 68, 101607, 2021 | 43 | 2021 |
Factor models for Chinese A-shares MX Hanauer, M Jansen, L Swinkels, W Zhou International Review of Financial Analysis 91, 102975, 2024 | 4 | 2024 |
More powerful tests for anomalies in the China A-share market M Jansen, L Swinkels, W Zhou The Journal of Portfolio Management 50 (4), 186-202, 2023 | 2 | 2023 |
Beyond GMV: Raising the bar for evaluating covariance matrix estimators MS Dom, C Howard, M Jansen, H Lohre Available at SSRN 4684926, 2024 | | 2024 |
Mind the Gap: Efficiently Replacing Sustainability Exclusions D Blitz, M Jansen, N Mutsaers Available at SSRN 4604605, 2023 | | 2023 |