Similar Search Results

Residual state ownership and stock market integration : evidence from Chinese partly-privatised firms

Li, Hong - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 100-112

Persistent link: https://www.econbiz.de/10012034431

Volatility spillovers across European stock markets under the uncertainty of Brexit

Li, Hong - In: Economic modelling 84 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012210266

Testing the balanced growth hypothesis : evidence from China

Li, Hong; Daly, Vince - In: Empirical economics : a journal of the Institute for … 37 (2009) 1, pp. 185-200

Persistent link: https://www.econbiz.de/10003868526

Small-sample inference in rational expectations models with persistent data

Li, Hong - In: Economics letters 95 (2007) 2, pp. 203-210

Persistent link: https://www.econbiz.de/10003460417

Stock market integration and financial crises : evidence from Chinese sectoral portfolios

Li, Hong; Daly, Vincent - In: Review of economics & finance 10 (2017) 4, pp. 33-48

Persistent link: https://www.econbiz.de/10011770691

A new model of capital asset prices : theory and evidence

Kolari, James W.; Liu, Wei; Huang, Jianhua Z. - 2021

This book proposes a new capital asset pricing model dubbed the ZCAPM that outperforms other popular models in empirical tests using US stock returns. The ZCAPM is derived from Fischer Black's well-known zero-beta CAPM, itself a more general form of the famous capital asset pricing model (CAPM)...