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Investor heterogeneity and momentum-based trading strategies in China
Gao, Ya; Han, Xing; Li, Youwei; Xiong, Xiong - In: International review of financial analysis 74 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012803814
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Accounting-based downside risk and expected stock returns : evidence from China
Luo, Yan; Wang, Xiaohuan; Zhang, Chenyang; Huang, Wei - In: International review of financial analysis 78 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013255675
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Are cash-flow betas really bad? : evidence from the Greater Chinese stock markets
Wu, Ming; Ohk, Kiyool; Ko, Kwangsoo - In: International review of financial analysis 63 (2019), pp. 58-68
Persistent link: https://www.econbiz.de/10012207371
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Are conditional illiquidity risks priced in China? : a cross-sectional test
Su, Zhi; Lyu, Tongtong; Yin, Libo - In: International review of financial analysis 81 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013395949
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The five-factor asset pricing model, short-term reversal, and ownership structure - the case of China
Chen, Jiun-Lin; Glabadanidis, Paskalis; Sun, Mingwei - In: International review of financial analysis 82 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013426143
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A latent factor model for the Chinese stock market
Ma, Tian; Leong, Wen Jun; Jiang, Fuwei - In: International review of financial analysis 87 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014457552
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Nonlinear asset pricing in Chinese stock market : a deep learning approach
Pan, Shuiyang; Long, Suwan; Wang, Yiming; Xie, Ying - In: International review of financial analysis 87 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014460620
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Factor models for Chinese A-shares
Hanauer, Matthias; Jansen, Maarten; Swinkels, Laurens; … - In: International review of financial analysis 91 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014446984
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Evaluating a non-linear asset pricing model on international data
Asgharian, Hossein; Karlsson, Sonnie - In: International review of financial analysis 17 (2008) 3, pp. 604-621
Persistent link: https://www.econbiz.de/10003764509
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An unobserved component model of asset pricing across financial markets
Cowan, Adrian M.; Joutz, Frederick L. - In: International review of financial analysis 15 (2006) 1, pp. 86-107
Persistent link: https://www.econbiz.de/10003286083