Demand shock, speculative beta, and asset prices : Evidence from the Shanghai-Hong Kong Stock Connect program
Clark Liu, Shujing Wang, K.C. John Wei
Year of publication: |
2021
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Authors: | Liu, Clark ; Wang, Shujing ; Wei, K. C. John |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 126.2021, p. 1-24
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Subject: | Demand shock | Speculative beta | Heterogeneous beliefs | Short-sale constraints | Market liberalization | Spekulation | Speculation | Betafaktor | Beta risk | Börsenkurs | Share price | CAPM | Schock | Shock | Erwartungsbildung | Expectation formation | Spekulationsblase | Bubbles | Nachfrage | Demand | Theorie | Theory | Finanzmarktregulierung | Financial market regulation | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market |
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Online Resource