Misvaluation comovement, market efficiency and the cross-section of stock returns: evidence from China
Yan Luo, Jinjuan Ren, Yizhi Wang
| Year of publication: |
September 2015
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|---|---|
| Authors: | Luo, Yan ; Ren, Jinjuan ; Wang, Yizhi |
| Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 39.2015, 3, p. 390-412
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| Subject: | Stock misvaluation | Market efficiency | Chinese stock market | Comovement | Stock returns | China | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | 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.ecosys.2015.01.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011532294