A two-dimensional innovation activity factor and stock pricing : evidence from the Chinese stock market
Year of publication: |
2024
|
---|---|
Authors: | Liu, Dayong ; Lu, Zhao ; Wang, Guanying ; Meng, Qiaoran |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 90.2024, p. 102-114
|
Subject: | Chinese stock market | Fama-French five-factor model | Innovation activity | Stock pricing | China | Börsenkurs | Share price | Innovation | Aktienmarkt | Stock market | CAPM |
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