Chen, Jianguo; Kan, Kwong Leong; Anderson, Hamish - In: Managerial Finance 33 (2007), pp. 574-594
Purpose - The purpose of this paper is to investigate the risk factors for A-shares listed on both Shenzhen and Shanghai Stock Exchange in China using variables from Akgun and Gibson. Design/methodology/approach -The paper applies cross-sectional regression on the orthogonal components by...