The three-factor model and size and value premiums in China's stock market
Shiqing Xie and Qiuying Qu
| Year of publication: |
2016
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| Authors: | Xie, Shiqing ; Qu, Qiuying |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 52.2016, 4/6, p. 1092-1105
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| Subject: | three-factor model | cross-sectional stock returns | size premium | value premium | CAPM | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Aktienmarkt | Stock market | China | Schätzung | Estimation | Betriebsgröße | Firm size | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2016.1143250 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011563274