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Illiquidity and asset pricing...
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1
Risk and return in the Chinese stock market : does equity return dispersion proxy risk?
Chen, Chun-Da
;
Demirer, Rıza
;
Jategaonkar, Shrikant P.
- In:
Pacific-Basin finance journal
33
(
2015
),
pp. 23-37
Persistent link: https://www.econbiz.de/10011474042
Saved in:
2
Can technical indicators predict the Chinese equity risk premium?
Sun, Mingwei
;
Glabadanidis, Paskalis
- In:
International review of finance : the official journal …
22
(
2022
)
1
,
pp. 114-142
Persistent link: https://www.econbiz.de/10013162422
Saved in:
3
The asset growth anomaly in the Chinese stock market
Feng, Xu
;
Fan, Jiarui
;
An, Yahui
- In:
Asia-Pacific journal of accounting & economics : …
27
(
2020
)
4
,
pp. 451-471
Persistent link: https://www.econbiz.de/10012255913
Saved in:
4
Q-theory, mispricing, and profitability premium : evidence from
China
Jiang, Fuwei
;
Qi, Xinlin
;
Tang, Guohao
- In:
Journal of banking & finance
87
(
2018
),
pp. 135-149
Persistent link: https://www.econbiz.de/10011962506
Saved in:
5
Time-varying variance risk premium and the predictability of Chinese stock market return
Chen, Jian
;
He, Chen
;
Zhang, Jing
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1734-1748
Persistent link: https://www.econbiz.de/10011824743
Saved in:
6
Beware of the crash risk : tail beta and the cross-section of stock returns in
China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
7
Betting against low nominal prices : evidence from
China
Zhang, Bing
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 476-500
Persistent link: https://www.econbiz.de/10014474579
Saved in:
8
Predicting returns on asset markets of a small, open economy and the influence of global risks
Haab, David R.
;
Nitschka, Thomas
-
2017
Persistent link: https://www.econbiz.de/10011794321
Saved in:
9
The risk and return conundrum explained : international evidence
Savva, Christos S.
;
Theodossiou, Panayiotis
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 486-521
Persistent link: https://www.econbiz.de/10011987799
Saved in:
10
Pricing of time-varying liquidity risk in Finnish stock market : new evidence
Ahmed, Sheraz
;
Hirvonen, Jani
;
Hussain, Syed Mujahid
- In:
The European journal of finance
25
(
2019
)
13
,
pp. 1147-1165
Persistent link: https://www.econbiz.de/10012207067
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