A new approach to modeling sector stock returns in China
Year of publication: |
September-October 2017
|
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Authors: | Chong, Terence Tai-Leung ; Li, Nasha ; Zou, Lin |
Published in: |
The Chinese economy. - Philadelphia, Pa. : Routledge, ISSN 1097-1475, ZDB-ID 1417105-3. - Vol. 50.2017, 5, p. 305-322
|
Subject: | common factors | excess stock returns | factor-augmented regression | Kapitaleinkommen | Capital income | China | Börsenkurs | Share price | Aktienmarkt | Stock market | Regressionsanalyse | Regression analysis | CAPM |
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