Demand shock, speculative beta, and asset prices : Evidence from the Shanghai-Hong Kong Stock Connect program
Clark Liu, Shujing Wang, K.C. John Wei
| Year of publication: |
2021
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| Authors: | Liu, Clark ; Wang, Shujing ; Wei, K. C. John |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 126.2021, p. 1-24
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| Subject: | Demand shock | Speculative beta | Heterogeneous beliefs | Short-sale constraints | Market liberalization | Spekulation | Speculation | Schock | Shock | CAPM | Börsenkurs | Share price | Betafaktor | Beta risk | Theorie | Theory | Erwartungsbildung | Expectation formation | Nachfrage | Demand | Schätzung | Estimation | Spekulationsblase | Bubbles | Finanzmarktregulierung | Financial market regulation | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2021.106102 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012820326