Lim, C. M. (2017). Noise-augmented asset pricing models: Evidence from the Greater China stock markets during two major financial crises.
Chicago Style (17th ed.) CitationLim, Chee Ming. Noise-augmented Asset Pricing Models: Evidence from the Greater China Stock Markets During Two Major Financial Crises. 2017.
MLA (9th ed.) CitationLim, Chee Ming. Noise-augmented Asset Pricing Models: Evidence from the Greater China Stock Markets During Two Major Financial Crises. 2017.
Warning: These citations may not always be 100% accurate.