The Role of Housing Mortgage Leverage in Stock Asset Pricing: Evidence from the Chinese A-share Market-Reference-Cited by-同舟云学术

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The Role of Housing Mortgage Leverage in Stock Asset Pricing: Evidence from the Chinese A-share Market

Published:2023-02-11 Issue: Volume: Page:
ISSN:0895-5638
Container-title:The Journal of Real Estate Finance and Economics
language:en
Short-container-title:J Real Estate Finan Econ

Author:

Chen Qi-an,Li Huashi^ORCID,Lin Jianyi,Gao Yunfeng

Funder

the Key Project of the National Social Science Foundation

the Key Project of the Chongqing Social Science Foundation

Fundamental Research Funds for the Central Universities

Publisher

Springer Science and Business Media LLC

Subject

Urban Studies,Economics and Econometrics,Finance,Accounting

Link

https://link.springer.com/content/pdf/10.1007/s11146-023-09940-5.pdf

Reference67 articles.

1. Adrian, T., Etula, E., & Muir, T. (2014). Financial intermediaries and the cross-section of asset returns. The Journal of Finance, 69(6), 2557–2596.

2. Adrian, T., Crump, R. K., & Moench, E. (2015). Regression-based estimation of dynamic asset pricing models. Journal of Financial Economics, 118, 211–244.

3. Balcilar, M., Gupta, R., Sousa, R. M., & Wohar, M. E. (2021). Linking US state-level housing market returns, and the consumption-(Dis) aggregate wealth ratio. International Review of Economics & Finance, 71, 779–810.

4. Bansal, R., & Yaron, A. (2004). Risks for the long run: A potential resolution of asset pricing puzzles. The Journal of Finance, 59(4), 1481–1509.

5. Baulkaran, V., Jain, P., & Sunderman, M. (2018). Housing “Beta”: Common risk factor in returns of stocks. The Journal of Real Estate Finance and Economics, 58(3), 438–456.

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