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Hou, Kewei; Qiao, Fang; Zhang, Xiaoyan - 2023

To study the cross-section of returns in the Chinese stock market, we follow the anomaly literature and construct 454 strategies between 2000 and 2020, based on 208 firm-level trading and accounting signals. With the conventional single-testing t-statistic cutoff of 1.96, 101 strategies have...

Persistent link: https://www.econbiz.de/10014254986

Regional digital finance and corporate financial risk : based on Chinese listed companies

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Managerial ability and accounting comparability : evidence from Chinese listed firms

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Finance and growth in China, 1995-2013 : more liquidity or more development?

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Enhanced disclosure environment and stock dividend/split in China

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CEO hubris and firm pollution : state and market contingencies in a transitional economy

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Does China's emissions trading system foster corporate green innovation? : evidence from regulating listed companies

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Examining the relationship between channel disintermediation and chemical fertilizer application : empirical evidence from smallholder farmers in central China

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Do overpaid dividends drive stock price crash risk?

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