Big is brilliant: Understanding the Chinese size effect through profitability shocks
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DOI: 10.1016/j.irfa.2021.101704
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More about this item
Keywords
Size effect; Expected stock returns; Profitability shocks; Empirical asset pricing;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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