Arbitrage risk and the cross-section of stock returns : evidence from China
Yu En Lin, Chien Chi Chu, Akihiro Omura, Bin Li, Eduardo Roca
| Year of publication: |
2020
|
|---|---|
| Authors: | Lin, Yu En ; Chu, Chien Chi ; Omura, Akihiro ; Li, Bin ; Roca, Eduardo |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 43.2020, p. 1-14
|
| Subject: | Arbitrage cost | Arbitrage risk | Information uncertainty | Out-of-sample forecast returns | Transaction cost | Arbitrage | Transaktionskosten | Transaction costs | Kapitaleinkommen | Capital income | China | Risiko | Risk | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2019.03.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012414438