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Risk and return in the Chinese stock market : does equity return dispersion proxy risk?

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Persistent link: https://www.econbiz.de/10011474042

Equity fund flows, market returns, and market risk : evidence from China

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Option prices and stock market momentum : evidence from China

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Abnormal returns and idiosyncratic volatility puzzle : evidence from the Chinese stock market

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Downside risk in the oil market : does it affect stock returns in China?

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Price nonsynchronicity, idiosyncratic risk, and expected stock returns in China

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Risk and Return in the Chinese Stock Market : Does Equity Return Dispersion Proxy Risk?

Chen, Chun-Da - 2015

systematically priced in the cross-section of stock returns in China. We find that return dispersion carries a positive price of risk … even after controlling for market, size, book-to-market, and idiosyncratic volatility effects. We observe that stocks with …

Persistent link: https://www.econbiz.de/10013023627

An inverted U-shaped crude oil price return-implied volatility relationship

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Oil prices and the renewable energy sector

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The effects of exchange-rate exposures on equity asset markets

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