Do factor models explain stock returns when prices behave explosively? : evidence from China
Shaoping Wang, Lu Yu, Qing Zhao
| Year of publication: |
2021
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|---|---|
| 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
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| Subject: | Asset pricing | Bubbles | Explosive process | Fama-French factors | Marginal pricing ability | China | Spekulationsblase | Börsenkurs | Share price | CAPM | Kapitaleinkommen | Capital income | Preis | Price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2021.101535 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013252942