The change in salience and the cross-section of stock returns : empirical evidence from China A-shares
Year of publication: |
2024
|
---|---|
Authors: | Zhang, Manqing ; Ma, Yao ; Yang, Baochen ; Fan, Ying |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 2013015-6. - Vol. 85.2024, Art.-No. 102319, p. 1-18
|
Subject: | Change in salience | Costly arbitrage | Lottery preference | Return predictability | Salience theory | China | Kapitaleinkommen | Capital income | Glücksspiel | Gambling | Schätzung | Estimation | Arbitrage | Kapitalmarktrendite | Capital market returns | Konsumentenverhalten | Consumer behaviour | Theorie | Theory |
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