Factor beta, overnight and intraday expected returns in China
Year of publication: |
2023
|
---|---|
Authors: | Ye, Zhengke ; Jiang, Danling ; Luo, Yunfeng |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 56.2023, p. 1-17
|
Subject: | Beta premium | Factor beta | Intraday return | Investor clientele | Overnight return | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | CAPM | China | Risikoprämie | Risk premium | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns |
-
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang, (2019)
-
Beta Matrix and Common Factors in Stock Returns
Ahn, Seung C., (2020)
-
Equilibrium asset pricing and the cross section of expected returns
Vanden, Joel M., (2021)
- More ...
-
Factor Beta, Overnight and Intraday Expected Returns in China
Jiang, Danling, (2022)
-
Ye, Zhengke, (2020)
-
Wen, Fenghua, (2018)
- More ...