Decomposition of book-to-market and the cross-section of returns for Chinese shares
Nusret Cakici, Sris Chatterjee, Kudret Topyan
| Year of publication: |
September 2015
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| Authors: | Cakici, Nusret ; Chatterjee, Sris ; Topyan, Kudret |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 34.2015, p. 102-120
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| Subject: | Chinese stocks | Book-to-market decomposition | Emerging markets | Fama-French | Predictive regression | China | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Dekompositionsverfahren | Decomposition method | CAPM | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2015.05.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011535309