Factor models for Chinese A-shares
Matthias X. Hanauer, Maarten Jansen, Laurens Swinkels, Weili Zhou
| Year of publication: |
2024
|
|---|---|
| Authors: | Hanauer, Matthias ; Jansen, Maarten ; Swinkels, Laurens ; Zhou, Weili |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 91.2024, Art.-No. 102975, p. 1-21
|
| Subject: | Anomalies | Asset pricing | China | Emerging markets | Equity markets | Factor models | Investing | Aktienmarkt | Stock market | CAPM | Faktorenanalyse | Factor analysis | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102975 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446984