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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
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Family-owned firms and stock returns : evidence from the Chinese stock market
Zhang, Caifen; Gregory-Allen, Russell B. - In: Theoretical economics letters 8 (2018) 7, pp. 1332-1347
Persistent link: https://www.econbiz.de/10011887887
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Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market : evidence from different data frequencies
Liu, Jingzhen - In: Research in international business and finance 48 (2019), pp. 243-257
Persistent link: https://www.econbiz.de/10012135907
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The intraday heterogeneity and risk pricing reversal between day and night : evidence from China
Zhang, Lu; Zhang, Hao - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 10, pp. 2237-2260
Persistent link: https://www.econbiz.de/10015049707
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An empirical analysis of industry momentum in Chinese stock markets
Su, Dongwei - In: Emerging markets finance & trade : a journal of the … 47 (2011) 4, pp. 4-27
Persistent link: https://www.econbiz.de/10009316936
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Evaluating the accrual anomaly in the Chinese stock market with the decomposition method
Huang, Zhuo; Qiu, Zhimin; Lin, Dawei - In: China economic journal : the official journal of the … 13 (2020) 3, pp. 270-289
Persistent link: https://www.econbiz.de/10012384412
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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
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Does downside risk matter more in asset pricing? : evidence from China
Ali, Heba - In: Emerging markets review 39 (2019), pp. 154-174
Persistent link: https://www.econbiz.de/10012313110
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Explaining equity anomalies in frontier markets : a horserace of factor pricing models
Zaremba, Adam; Maydybura, Alina; Czapkiewicz, Anna; … - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 13, pp. 3604-3633
Persistent link: https://www.econbiz.de/10012623456
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Does financial integration impact performance of equity anomalies?
Sharma, Gagan; Sehgal, Sanjay; Mishra, Anil V. - In: Cogent economics & finance 10 (2022) 1, pp. 1-51
pricing model (CAPM) and Fama and French three-factor model in explaining returns. International factors augment the role of …
Persistent link: https://www.econbiz.de/10013391096