A new approach to modeling sector stock returns in China
Terence Tai-Leung Chong, Nasha Li, and Lin Zou
| Year of publication: |
September-October 2017
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| Authors: | Chong, Terence Tai-Leung ; Li, Nasha ; Zou, Lin |
| Published in: |
The Chinese economy. - Philadelphia, Pa. : Routledge, ISSN 1097-1475, ZDB-ID 1417105-3. - Vol. 50.2017, 5, p. 305-322
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| Subject: | common factors | excess stock returns | factor-augmented regression | China | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10971475.2017.1345268 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011822211