Do factor models explain stock returns when prices behave explosively? : evidence from China
Year of publication: |
2021
|
---|---|
Authors: | Wang, Shaoping ; Yu, Lu ; Zhao, Qing |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 67.2021, p. 1-11
|
Subject: | Asset pricing | Bubbles | Explosive process | Fama-French factors | Marginal pricing ability | China | Spekulationsblase | Börsenkurs | Share price | CAPM | Kapitaleinkommen | Capital income | Preis | Price |
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