Factor returns of Lian and Shi (2021)

• Source: A composite four-factor model in China.
• Periods: 2000/01/01 to 2023/12/31
• Download link 1 (factors constructed according to academic procedure)
• Download link 2 (factors constructed according to industrial practice)

Factor returns for common factor models

• Source: BetaPlus®
• Market: Chinese A-share
• Periods: 2000/01/01 to 2026/03/31
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