Risk and return in the Chinese stock market : does equity return dispersion proxy risk?
Chun-Da Chen, Riza Demirer, Shrikant P. Jategaonkar
| Year of publication: |
June 2015
|
|---|---|
| Authors: | Chen, Chun-Da ; Demirer, Rıza ; Jategaonkar, Shrikant P. |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 33.2015, p. 23-37
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| Subject: | Equity return dispersion | Asset pricing | Chinese stock market | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | China | CAPM | Risiko | Risk | Risikoprämie | Risk premium | Börsenkurs | Share price | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2015.03.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474042