The five-factor asset pricing model tests for the Chinese stock market
Year of publication: |
June 2017
|
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Authors: | Guo, Bin ; Zhang, Wei ; Zhang, Yongjie ; Zhang, Han |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 43.2017, p. 84-106
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Subject: | Asset pricing model | Five-factor model | Chinese stock market | CAPM | Aktienmarkt | Stock market | China | Kapitaleinkommen | Capital income |
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