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Intraday momentum and reversal in Chinese stock market
Chu, Xiaojun; Gu, Zherong; Zhou, Haigang - In: Finance research letters 30 (2019), pp. 83-88
Persistent link: https://www.econbiz.de/10012420230
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Does downside risk matter more in asset pricing? : evidence from China
Ali, Heba - In: Emerging markets review 39 (2019), pp. 154-174
Persistent link: https://www.econbiz.de/10012313110
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A six-factor asset pricing model of China's stock market from the perspective of institutional investors' dominance
Zhou, Xiaoguang; Lin, Yuxuan - In: International journal of emerging markets 19 (2024) 7, pp. 1940-1958
Persistent link: https://www.econbiz.de/10014576707
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China A-shares : strategic allocation to market and factor premiums
Groot, Wilma de; Swinkels, Laurens; Zhou, Weili - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 131-149
Persistent link: https://www.econbiz.de/10012613231
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Puzzles in the Chinese stock market
Fernald, John G.; Rogers, John H. - In: The review of economics and statistics 84 (2002) 3, pp. 416-432
Persistent link: https://www.econbiz.de/10001691397
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Puzzles in the Chinese stock market
Fernald, John G.; Rogers, John H. - 2000
Persistent link: https://www.econbiz.de/10001548437
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Puzzles in the Chinese stock market
Fernald, John G. - 1998
Persistent link: https://www.econbiz.de/10000990634
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The state of the market and the contrarian strategy : evidence from China's stock market
Chen, Qiwei; Jiang, Ying; Li, Yuan - In: Journal of Chinese economic and business studies 10 (2012) 1, pp. 89-108
Persistent link: https://www.econbiz.de/10009510018
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Anomalies in the China A-share market
Jansen, Maarten; Swinkels, Laurens; Zhou, Weili - In: Pacific-Basin finance journal 68 (2021), pp. 1-27
Persistent link: https://www.econbiz.de/10013332523
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MAX, lottery-type stocks, and the cross-section of stock returns : evidence from the Chinese stock market
Hoang Van Hai - In: Cogent economics & finance 11 (2023) 1, pp. 1-33
This study empirically investigates a relationship between MAX and lottery-type stocks in the Chinese stock markets. We find that the lottery-type stocks, which are preferred for lottery demand of investors, are negatively priced in the Chinese market. Moreover, the MAX effect as a proxy for...
Persistent link: https://www.econbiz.de/10014500653