Fama-French in China: Size and Value Factors in Chinese Stock Returns-Reference-Cited by-同舟云学术

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Fama-French in China: Size and Value Factors in Chinese Stock Returns

Published:2018-01-23 Issue:1 Volume:19 Page:3-44
ISSN:1369-412X
Container-title:International Review of Finance
language:en
Short-container-title:International Review of Finance

Author:

Hu Grace Xing¹²,Chen Can³,Shao Yuan³,Wang Jiang²⁴⁵

Affiliation:

1. School of Economics and Finance, University of Hong Kong, Hong Kong

2. CAFR, Shanghai, P.R. China

3. Shanghai Advanced Institute of Finance, Shanghai Jiao Tong University, Shanghai, P.R. China

4. MIT, Sloan School of Management, Cambridge, MA, USA

5. NBER, Cambridge, MA, USA

Funder

China Academy of Financial Research

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/irfi.12177/fullpdf

Reference40 articles.

1. Agarwalla , S. K. J. Jacob J. R. Varma 2013

2. The Relationship between Return and Market Value of Common Stocks;Banz;Journal of Financial Economics,1981

3. The Relationship between Earnings’ Yield, Market Value and Return for NYSE Common Stocks: Further Evidence;Basu;Journal of Financial Economics,1983

4. Brückner , R. P. Lehmann M. H. Schmidt R. Stehle 2014

5. Cross-Sectional Stock Return Predictability in China;Cakici;The European Journal of Finance,2015a

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