Liu, Chang; Shi, Haoming; Wu, Liang; Guo, Min - In: Journal of business economics and management 21 (2020) 1, pp. 23-43
This paper used the composite construction method proposed by Haugen (1999) and its application by Zhao and Wang (2010) for the Chinese stock market. Utilizing the Shanghai A-share market stocks data, this paper first selected the shares listed on the Shanghai Stock Exchange during January 1,...
