The cross section of expected stock returns in the Chinese A-share market

Global Finance Journal

Volumn 17, Issue 3, 2007, Pages 335-349

  Wang, Yuenan ^a   Di Iorio, Amalia ^a  

^a RMIT UNIVERSITY   (Australia)

Author keywords

CAPM; Chinese stock market; Cross sectional regressions; Firm factors; Robustness

Indexed keywords

EID: 33846804003     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.gfj.2006.05.007     Document Type: Article

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