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

Pacific Basin Finance Journal

Volumn 33, Issue , 2015, Pages 23-37

  Chen, Chun Da ^a   Demirer, Riza ^b   Jategaonkar, Shrikant P ^b  

^a TENNESSEE STATE UNIVERSITY   (United States)

^b SOUTHERN ILLINOIS UNIVERSITY EDWARDSVILLE   (United States)

Author keywords

Asset pricing; Chinese stock market; Equity return dispersion; G11; G12

Indexed keywords

EID: 84926190651     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.pacfin.2015.03.005     Document Type: Article

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