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Performance of ESG-integrated smart beta strategies in Asia-Pacific stock markets
Tan, Yeng-May; Szulczyk, Kenneth; Sii, Yew-Hei - In: Research in international business and finance 66 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014458440
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Integration versus segmentation in China's stock market : an analysis of time-varying beta risks
Li, Hong - In: Journal of international financial markets, … 25 (2013), pp. 88-105
Persistent link: https://www.econbiz.de/10009762803
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What drives the liquidity premium in the Chinese stock market?
An, Jiyoun; Ho, Kin-Yip; Zhang, Zhaoyong - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012665482
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The stability of beta coefficient in China’s stock market
Ye, Yipeng - In: Inventi impact: emerging economies (2017) 4, pp. 192-202
Persistent link: https://www.econbiz.de/10011815175
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Are cash-flow betas really bad? : evidence from the Greater Chinese stock markets
Wu, Ming; Ohk, Kiyool; Ko, Kwangsoo - In: International review of financial analysis 63 (2019), pp. 58-68
Persistent link: https://www.econbiz.de/10012207371
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The dispersion of beta estimates and the investors’ heterogeneous Belief : evidence from the stock market in China
Hong, Jiawei; Yu, Xiaojian; Xiao, Weilin; Zhang, Xili - In: International review of economics & finance : IREF 79 (2022), pp. 540-550
Persistent link: https://www.econbiz.de/10013345756
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Sentiment beta and asset prices : evidence from China
Lin, Fengjiao; Qiu, Zhigang - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 1, pp. 78-89
Persistent link: https://www.econbiz.de/10013547967
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Beware of the Crash Risk : Tail Beta and the Cross-Section of Stock Returns in China
Long, Huaigang - 2019
developed markets, we demonstrate a strong negative relationship between the tail beta and future returns. The effect is robust …
Persistent link: https://www.econbiz.de/10012890609
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The volatility effect in China
Blitz, David; Hanauer, Matthias; Vliet, Willem Nicolaas van - In: The journal of asset management : a major new, … 22 (2021) 5, pp. 338-349
Persistent link: https://www.econbiz.de/10012614829
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Investor overconfidence and the security market line : new evidence from China
Han, Xing; Li, Kai; Li, Youwei - In: Journal of economic dynamics & control 117 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012503334