International volatility risk and Chinese stock return predictability-Reference-Cited by-同舟云学术

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International volatility risk and Chinese stock return predictability

Published:2017-02 Issue: Volume:70 Page:183-203
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Chen Jian,Jiang Fuwei,Liu Yangshu,Tu Jun

Funder

National Natural Science Foundation of China

Program for Innovation Research in Central University of Finance and Economics

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference43 articles.

1. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financ. Mark,2002

2. Asset pricing and the bid-ask spread;Amihud;J. Financ. Econ,1986

3. The joint cross section of stocks and options;An;J. Finance,2014

4. The cross-section of volatility and expected returns;Ang;J. Finance,2006

5. The intertemporal relation between expected returns and risk;Bali;J. Financ. Econ,2008

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