Turnover premia in China's stock markets
Year of publication: |
2021
|
---|---|
Authors: | Zhang, Bing ; Chen, Wei ; Yeh, Chung-Ying |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 65.2021, p. 1-23
|
Subject: | Aggregate volatility risk | Cash-flow risk | China's stock markets | Idiosyncratic volatility | Real options | Turnover premia | Aktienmarkt | Stock market | China | Volatilität | Volatility | Risikoprämie | Risk premium | CAPM | Kapitaleinkommen | Capital income | Realoptionsansatz | Real options analysis | Risiko | Risk |
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