Search
Now showing items 1-1 of 1
An empirical cross-section analysis of stock returns on the Chinese A-share stock market
(LLC “СPС “Business Perspectives”, 2013)
This study applied the Fama-French three-factor model (1993) and CAPM to examine A-shares in Chinese equity market from 1996 to 2005. The authors find a positive relation between book-to-market ratio and stock excess ...