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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 ...
An empirical analysis of house price bubble: a case study of Beijing housing market
(Macrothink Institute, 2013)
Increases in house prices can lead to higher house price volatility, a significant determinant of default and the prepayment of housing loans (Miles, 2008). Many researchers believe that significant growth in house price ...