Stock return asymmetry in China
Year of publication: |
2022
|
---|---|
Authors: | Chen, Dongxu ; Wu, Ke ; Zhu, Yifeng |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 73.2022, p. 1-25
|
Subject: | Anomaly | Cross-section of Chinese stock returns | Distribution-based return asymmetry | Factor pricing model | Skewness | Kapitaleinkommen | Capital income | China | CAPM | Aktienmarkt | Stock market | Kapitalmarktrendite | Capital market returns |
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