Accounting-based downside risk and expected stock returns : evidence from China
Year of publication: |
2021
|
---|---|
Authors: | Luo, Yan ; Wang, Xiaohuan ; Zhang, Chenyang ; Huang, Wei |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 78.2021, p. 1-13
|
Subject: | Stock returns | Accounting-based downside risk | Chinese stock markets | Information environment | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | China | CAPM | Risiko | Risk |
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