Dissecting the effectiveness of firm financial strength in predicting Chinese stock market
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DOI: 10.1016/j.frl.2019.101332
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- Zhao, Lu & Lin, Lei, 2022. "Does behavioral-motivated volatility effect explain the beta anomaly? Evidence from China," Finance Research Letters, Elsevier, vol. 46(PA).
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More about this item
Keywords
Financial strength; F-score; Chinese stock market; Mispricing; Q theory of investment;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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