Replicating and digesting anomalies in the Chinese A-share market
Zhibing Li, Laura Xiaolei Liu, Xiaoyu Liu, K.C. John Wei
| Year of publication: |
2024
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|---|---|
| Authors: | Li, Zhibing ; Liu, Laura Xiaolei ; Liu, Xiaoyu ; Wei, K. C. John |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 70.2024, 8, p. 5066-5090
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| Subject: | anomalies | Chinese A-share market | factor models | replication | SOEs versus non-SOEs | China | Aktienmarkt | Stock market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2023.4904 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046790