Financial stress and returns predictability : fresh evidence from China
Year of publication: |
2023
|
---|---|
Authors: | Xu, Yongan ; Liang, Chao ; Wang, Jianqiong |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 78.2023, p. 1-17
|
Subject: | Chinese stock market | Financial stress | Forecasting | Stock return | China | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Börsenkurs | Share price | Finanzmarkt | Financial market | Schätzung | Estimation |
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