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    An empirical cross-section analysis of stock returns on the Chinese A-share stock market 

    Gan, C.; Hu, Baiding; Liu, Yao G.; Li, Zhaohua (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 ...
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    AuthorGan, C. (1)
    Hu, Baiding (1)
    Li, Zhaohua (1)
    Liu, Yao G. (1)Keyword140301 Cross-Sectional Analysis (1)1502 Banking, Finance and Investment (1)
    150205 Investment and Risk Management (1)
    asset pricing (1)
    book-to-market (1)Chinese A-share (1)cross-section analysis (1)firm size (1)
    three-factor model (1)
    ... View MoreDate Issued2013 (1)
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