What is the best composite liquidity proxy for explaining stock returns? : evidence from the Chinese stock market
Bo Yu, Liang Dong, Zhenjiang Qin, Keith S. K. Lam
| Year of publication: |
2025
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|---|---|
| Authors: | Yu, Bo ; Dong, Liang ; Qin, Zhenjiang ; Lam, Keith |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 2013015-6. - Vol. 91.2025, Art.-No. 102686, p. 1-17
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| Subject: | Chinese stock market | Combining method | Composite liquidity proxy | Horserace tests | Stock return | China | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2025.102686 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015404511