Is U.S. Economic Policy Uncertainty Priced in China's A-Shares Market? Evidence from Market, Industry, and Individual Stocks

Author:

Zhijun Hu,Kutan Ali M.,Sun Ping-Wen

Publisher

Elsevier BV

Reference9 articles.

1. The power of print: uncertainty shocks, markets, and the economy;M Alexopoulos;International Review of Economics and Finance,2015

2. The impact of risk and uncertainty on expected returns;E W Anderson;Journal of Financial Economics,2009

3. The cross-section of volatility and expected returns;A Ang;Journal of Finance,2006

4. Economic policy uncertainty and stock markets: Long-run evidence from the US;M Arouri;Finance Research Letters,2016

5. Flights to Safety

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