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isPartOf:"Far Eastern economic review"
~isPartOf:"Pacific-Basin finance journal"
~subject:"CAPM"
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CAPM
China
657
Aktienmarkt
117
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117
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102
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102
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102
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102
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2
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1
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Far Eastern economic review
Pacific-Basin finance journal
International review of economics & finance : IREF
10
International review of financial analysis
8
Economic modelling
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Emerging markets review
6
Emerging markets, finance and trade : EMFT
5
Finance research letters
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Journal of international financial markets, institutions & money
5
The North American journal of economics and finance : a journal of financial economics studies
5
China finance review international
3
Journal of banking & finance
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NBER working paper series
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Review of quantitative finance and accounting
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Asia-Pacific financial markets
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Journal of East Asian economic integration
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Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
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Asian economic journal : journal of the East Asian Economic Association
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ECONIS (ZBW)
25
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1
Asset pricing models in the presence of higher moments : theory and evidence from the U.S. and China stock market
Hu, Debao
;
Li, Xin
;
Xiang, George
;
Zhou, Qiyao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463246
Saved in:
2
Does the investment-profitability correlation affect the factor premiums? : evidence from China
Chen, Shan
;
Liu, Xujun
;
Li, Tao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463265
Saved in:
3
Asset pricing with two types of heterogeneous consumption volatilities in mind : evidence from China
Chen, Qi-an
;
Li, Huashi
;
Lin, Jianyi
;
Yan, Youliang
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014463601
Saved in:
4
China's illiquidity premium : due to risk-taking or mispricing?
Su, Zhi
;
Lyu, Tongtong
;
Yin, Libo
- In:
Pacific-Basin finance journal
76
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013552664
Saved in:
5
Six-factor asset pricing and portfolio investment via deep learning : evidence from Chinese stock market
Yao, Haixiang
;
Xia, Shenghao
;
Liu, Hao
- In:
Pacific-Basin finance journal
76
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013552823
Saved in:
6
A new momentum measurement in the Chinese stock market
Li, Yan
;
Liang, Chao
;
Toan Luu Duc Huynh
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013388944
Saved in:
7
Stock return asymmetry in China
Chen, Dongxu
;
Wu, Ke
;
Zhu, Yifeng
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013380678
Saved in:
8
Turnover premia in China's stock markets
Zhang, Bing
;
Chen, Wei
;
Yeh, Chung-Ying
- In:
Pacific-Basin finance journal
65
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013209696
Saved in:
9
An inflation-based ICAPM in China
Zhang, Han
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013332514
Saved in:
10
Anomalies in the China A-share market
Jansen, Maarten
;
Swinkels, Laurens
;
Zhou, Weili
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013332523
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