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Is the profitability of Indian stocks compensation for risks?

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Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening

Du, Jiangze; Chen, Xizhuo; Gong, Jincheng; Lin, Xiao; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3997-4019

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The effect of idiosyncratic risk on firm decisions : under-investment or diversification?

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Barra Risk Model Based Idiosyncratic Momentum for Chinese Equity Market

Lu, Sean - 2018

Model. Also, we examine the properties as well as the performance of this new factor by applying it to the China's stock …, and volatility. In the long-short portfolio test for both China's A-Share IMI and CSI 500 Indies, we observe the … an effective momentum strategy for investing in China's stock market …

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