Return predictability between industries and the stock market in China
Year of publication: |
2022
|
---|---|
Authors: | Zhang, Yanying ; Tse, Yiuman ; Zhang, Gaiyan |
Published in: |
Pacific economic review. - Oxford : Wiley-Blackwell, ISSN 1468-0106, ZDB-ID 2063782-2. - Vol. 27.2022, 2, p. 194-220
|
Subject: | Chinese stock market | gradual information diffusion | industrial output growth | industry and stock market returns | return predictability | Kapitalmarktrendite | Capital market returns | Branche | Economic sector | Informationsverbreitung | Information dissemination | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | China | 1993-2019 |
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