The profitability of trading strategies based on book value and earnings in Hong Kong : market inefficiency vs. risk premia
Year of publication: |
1997
|
---|---|
Authors: | Cheung, Joseph K. |
Other Persons: | Chung, Richard (contributor) ; Kim, Jeong-bon (contributor) |
Published in: |
Journal of international financial management and accounting. - Oxford : Blackwell, ISSN 0954-1314, ZDB-ID 1052485-X. - Vol. 8.1997, 3, p. 204-233
|
Subject: | Wertpapierhandel | Securities trading | Kapitaleinkommen | Capital income | Marktstruktur | Market structure | Risikoprämie | Risk premium | Schätzung | Estimation | Hongkong | Hong Kong | 1980-1991 |
-
Krausz, Joshua, (2009)
-
CDS market structure and bond spreads
Bilan, Andrada, (2022)
-
Manacled short sellers and return premium : new evidence
Li, Xiaoming, (2022)
- More ...
-
Cheung, Joseph K., (1997)
-
Shorting activity and stock return predictability : Evidence from a mandatory disclosure shock
Griffin, Paul A., (2021)
-
Does real earnings smoothing reduce investors’ perceived risk?
Kim, Jeong-bon, (2021)
- More ...