RMB exchange rate volatility and the cross-section of Chinese A-share returns
Year of publication: |
2024
|
---|---|
Authors: | Qiao, Tongshuai ; Ding, Wenjie ; Han, Liyan ; Li, Donghui |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 0261-5606, ZDB-ID 1500496-X. - Vol. 142.2024, Art.-No. 103024, p. 1-19
|
Subject: | Asset pricing | Chinese A-shares | Cross-section of stock returns | RMB exchange rate volatility | Volatilität | Volatility | China | Wechselkurs | Exchange rate | Renminbi | Kapitaleinkommen | Capital income |
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