The dynamic industry return predictability : evidence from Chinese stock markets
Year of publication: |
2020
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Authors: | Zhang, Wenlong ; Zhang, Yanying ; Zhang, Gaiyan ; Han, Ke ; Chen, Lirong |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 56.2020, 9, p. 2007-2026
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Subject: | bull and bear markets | Chinese stock markets | crisis, industry return predictability | Aktienmarkt | Stock market | China | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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