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Asset pricing in China : evidence from the Shanghai Stock Exchange
Drew, Michael E., (2003)
The Fama and French Three-Factor Model in Developing Markets : Evidence from the Chinese Markets (1995-2008)
Dempsey, Michael J., (2018)
Beware of the Crash Risk : Tail Beta and the Cross-Section of Stock Returns in China
Long, Huaigang, (2019)
Are the Fama–French factors good proxies for latent risk factors? Evidence from the data of SHSE in China
Lin, Jianhao, (2012)
Residual-based IV estimation of dynamic panel data models with fixed effects
Yu, Zhuangxiong, (2013)