The high-volume return premium : does it really exist in the Chinese stock market?
Year of publication: |
2020
|
---|---|
Authors: | Zheng, Xingjian ; Shen, Dehua |
Published in: |
Asia Pacific financial markets. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1573-6946, ZDB-ID 2009834-0. - Vol. 27.2020, 2, p. 213-230
|
Subject: | High-volume return premium | Discount effect | Zero-investment portfolios | Chinese stock market | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | China | Risikoprämie | Risk premium | CAPM |
-
The high-volume return premium : evidence from the Chinese stock market
Zhou, Zhong-guo, (2010)
-
Risk and return in the Chinese stock market : does equity return dispersion proxy risk?
Chen, Chun-Da, (2015)
-
Decomposing the value premium : the role of intangible information in the Chinese stock market
Ho, Kin-Yip, (2020)
- More ...
-
Carbon emission and asset prices : new evidence from machine learning
Li, Feng, (2023)
-
Forecasting the volatility of Bitcoin : The importance of jumps and structural breaks
Shen, Dehua, (2020)
-
Investor reactions to local and overseas news : Evidence from A‐ and H‐shares in China
Li, Yi, (2020)
- More ...