Liquidity and asset pricing : evidence from the Chinese stock markets
Year of publication: |
2022
|
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Authors: | Zhang, Tianyang ; Lence, Sergio H. |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 59.2022, p. 1-20
|
Subject: | Chinese stock markets | Liquidity | Return anomalies | Size effect | Two-factor model | Value effect | Aktienmarkt | Stock market | China | Kapitaleinkommen | Capital income | CAPM | Liquidität | Börsenkurs | Share price |
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