The change in stock-selection risk and stock market returns
Jing Liu, Qiubei He, Yan Li, Luu Duc Toan Huynh, Chao Liang
| Year of publication: |
2023
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|---|---|
| Authors: | Liu, Jing ; He, Qiubei ; Li, Yan ; Luu Duc Toan Huynh ; Liang, Chao |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 85.2023, p. 1-12
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| Subject: | Change of stock-selection risk | Chinese stock market | Out-of-sample forecasting | Return forecasting | Stock-selection risk | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | China | Risiko | Risk | Risikoprämie | Risk premium | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102457 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014234959