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International audience. In this paper, we introduce a functional method to investigate how betas change over time in factor models. Based on the China A-share data, we drop the constant beta assumption in the CAPM a...

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Archive ouverte | Li, Hemei | CCSD

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Archive ouverte | Li, Hemei | CCSD

International audience. With its ``dual carbon'' goals, Chinese firms are being challenged to improve both their environmental and economic performance. Previous research has found that digital transformation can fo...

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