Misvaluation comovement, market efficiency and the cross-section of stock returns: evidence from China
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
|
Subject: | Stock misvaluation | Market efficiency | Chinese stock market | Comovement | Stock returns | Effizienzmarkthypothese | Efficient market hypothesis | China | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Börsenkurs | Share price | Schätzung | Estimation |
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