Arbitrage risk and the cross-section of stock returns : evidence from China
Year of publication: |
2020
|
---|---|
Authors: | Lin, Yu En ; Chu, Chien Chi ; Omura, Akihiro ; Li, Bin ; Roca, Eduardo |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 43.2020, p. 1-14
|
Subject: | Arbitrage cost | Arbitrage risk | Information uncertainty | Out-of-sample forecast returns | Transaction cost | Schätzung | Estimation | Arbitrage | Transaktionskosten | Transaction costs | Kapitaleinkommen | Capital income | China | Börsenkurs | Share price | Prognoseverfahren | Forecasting model |
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