Constructing a multifactor model for the Shanghai stock exchange
Year of publication: |
Jul.-Aug. 2015
|
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Authors: | Chen, Hsin-Hung ; Ku, Kuang-ping ; Lee, Hsiu-yun |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 51.2015, Suppl.4, p. 51-67
|
Subject: | book-to-market | four-factor model | price momentum | sales-to-price | size effect | Kapitaleinkommen | Capital income | CAPM | Shanghai | Aktienmarkt | Stock market | China | Volatilität | Volatility | Börsenhandel | Stock exchange trading | Börsenkurs | Share price |
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