Chen, Xuanjuan; Kim, Kenneth A.; Yao, Tong; Yu, Tong - In: Pacific-Basin Finance Journal 18 (2010) 4, pp. 403-425
We examine stock return predictability in China. We take 18 firm-specific variables that have been documented to predict cross-sectional stock returns in the U.S. and examine their relation with stock returns in China for the sample period from 1995 to 2007. We find relatively weak...