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On the pricing of Chinese stocks
Girard, Eric; Nolan, James; Zhao, Fang - In: International business and economics research journal 12 (2013) 2, pp. 213-222
Persistent link: https://www.econbiz.de/10009711270
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Multifactor conditional equity premium model : evidence from China's stock market
Cheng, Hang; Guo, Hui; Shi, Yongdong - In: Journal of banking and finance 161 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10015065800
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COVID-19 and stock market nexus : evidence from Shanghai Stock Exchange
Li, Chuanjian; Su, Chi-Wei; Altuntaş, Mehmet; Li, Xin - In: Economic research 35 (2022) 1,2, pp. 2351-2364
Persistent link: https://www.econbiz.de/10014382118
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A global-optimal portfolio theory beyond the R-σ model
Liua, Yifan; Liang, Shi-Dong - In: Frontiers of economics in China : selected publications … 15 (2020) 1, pp. 124-139
Persistent link: https://www.econbiz.de/10012227506
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Revisiting the risk-return relation in the Chinese stock market : decomposition of risk premium and volatility feedback effect
Liu, Hao; Shen, Shihan; Wang, Tianyi; Huang, Zhuo - In: China economic journal : the official journal of the … 9 (2016) 2, pp. 140-153
Persistent link: https://www.econbiz.de/10011585334
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Climate change and blue returns : evidence from Niche firms in China
Wang, Haiyan; Mirza, Nawazish; Umar, Muhammad; Xie, Xin - In: Finance research letters 56 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014473681
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Time-varying conditional depedence in Chinese stock markets
Ané, Thierry; Ureche-Rangau, Loredana; Labidi-Makni, Chiraz - In: Applied financial economics 18 (2008) 10/12, pp. 895-916
Persistent link: https://www.econbiz.de/10003739506
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Shanghai stock exchange composite index and bank stock prices in China : a causality analysis
Yao, Shujie (contributor); Luo, Dan (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003740292
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China stock market handbook
2008
Persistent link: https://www.econbiz.de/10003825817
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Are Chinese stock markets efficient? : further evidence from a battery of nonlinearity tests
Lim, Kian-Ping; Brooks, Robert - In: Applied financial economics 19 (2009) 1/3, pp. 147-155
Given that the efficiency of the Chinese stock markets was empirically examined in extant literature using statistical tests that are designed to uncover linear correlations of price changes, the obtained statistical inferences of efficiency/inefficiency are on very shaky grounds as highlighted...
Persistent link: https://www.econbiz.de/10003825852