Data · dataset · 2024
variables (monthly and quarterly)
Listed in ScienceDB
Description
The data should be opened by stata The TRjl is calculated by Generalized Extreme Value Distribution Rrf, alpha3, alpha4, alpha5, and alpha6 representing the actual return of fund i in month t minor risk free interest rate, abnormal returns measured by the Fama French three factor model, four factor model, five factor model, and six factor model Fundasset, fundbm, fundreturn, fundroe, fundvalue representing the AssetRatio, BM ratio, Return, ROE, market value of RMB value weighted average of the top 10 stocks in the fund portfolio
Links
Where it is published
- DOI doi.org/10.57760/sciencedb.15466 ↗
DOI / persistent id · from scidb cn
Catalogue records · 1
- OAI-PMH record scidb.cn/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=10.57760%2… ↗
metadata API · from scidb cn
Topics
- From keywords
- Earth & Environmental Science · Engineering · Humanities · Life Sciences · Social Science
Provenance · 1 source records, 10 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| ScienceDB | 10.57760/sciencedb.15466 | 12 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:earth-environmental | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:engineering | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:humanities | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:life-sciences | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:social-science | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| description | source · scidb cn | connector:scidb_cn@1.0.0 | /metadata/dc/description |
| license | source · scidb cn | connector:scidb_cn@1.0.0 | /metadata/dc/rights |
| publication_date | source · scidb cn | connector:scidb_cn@1.0.0 | |
| title | source · scidb cn | connector:scidb_cn@1.0.0 | /metadata/dc/title |