Security returns, beta, size, and book-to-market equity : evidence from the Shanghai A-share market
Year of publication: |
2012
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Authors: | Morelli, David |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 38.2012, 1, p. 47-60
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Subject: | Shanghai A-share market | Risk factors | Returns | Kapitaleinkommen | Capital income | Shanghai | Aktienmarkt | Stock market | CAPM | Betafaktor | Beta risk | China |
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