Market liquidity risk factor and financial market anomalies: Evidence from the Chinese stock market

Pacific Basin Finance Journal

Volumn 18, Issue 5, 2010, Pages 509-520

  Narayan, Paresh Kumar ^a   Zheng, Xinwei ^a  

^a DEAKIN UNIVERSITY   (Australia)

Author keywords

China; Cross sectional stock returns; G10; G15; Market liquidity risk factor

Indexed keywords

EID: 77956341325     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.pacfin.2010.07.002     Document Type: Article

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