Yang, Chau-Chen; Lee, Cheng-Few; Chen, Yi-Jung; Hu, Ling - In: Review of Pacific Basin Financial Markets and Policies … 11 (2008) 01, pp. 99-122
This study investigates whether there is a "China-concept factor", a common variation of stock returns, for firms that are listed in Taiwan stock markets and have real investments in China. We employ a methodology similar to that used by Lamont et al. (2001) in examining whether there is a...