Evaluating the performance of factor pricing models for different stock market trends : evidence from China
Year of publication: |
2022
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Authors: | Shu, Haicheng ; Wang, Yu ; Yuan, Jie |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 58.2022, 8, p. 2153-2180
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Subject: | Asset pricing | chinese stock market | factor models | market trends | China | Aktienmarkt | Stock market | CAPM | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation |
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