Economic policy uncertainty dispersion and excess returns : evidence from China
Year of publication: |
2021
|
---|---|
Authors: | Yang, Jianlei ; Yang, Chunpeng ; Hu, Xiaoyi |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 40.2021, p. 1-8
|
Subject: | Economic policy uncertainty | Chinese stock markets | Economic policy uncertainty dispersion | Excess returns | Wirtschaftspolitik | Economic policy | China | Risiko | Risk | Kapitaleinkommen | Capital income | Volatilität | Volatility | Börsenkurs | Share price | Wirkungsanalyse | Impact assessment |
-
Asian stock markets, US economic policy uncertainty and US macro-shocks
Donadelli, Michael, (2015)
-
You, Wan-hai, (2017)
-
How does economic policy uncertainty affect momentum returns? : evidence from China
Zhao, Peizhi, (2022)
- More ...
-
Individual stock sentiment beta and stock returns
Yang, Chunpeng, (2021)
-
Order imbalance beta and stock returns
Yang, Chunpeng, (2020)
-
Breadth of ownership and stock excess returns
Yang, Chunpeng, (2019)
- More ...