Factor models for Chinese A-shares
Year of publication: |
2024
|
---|---|
Authors: | Hanauer, Matthias ; Jansen, Maarten ; Swinkels, Laurens ; Zhou, Weili |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 91.2024, Art.-No. 102975, p. 1-21
|
Subject: | Anomalies | Asset pricing | China | Emerging markets | Equity markets | Factor models | Investing | Aktienmarkt | Stock market | CAPM | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Faktorenanalyse | Factor analysis |
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