Firm Characteristics and Chinese Stocks
This paper presents a comprehensive study on predicting the cross section of Chinese stock market returns with a large panel of 75 individual firm characteristics. We use not only the traditional Fama-MacBeth regression, but also the “big-data” econometric methods: principal component analysis (PCA)...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
KeAi Communications Co.
2018
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |