Economic policy uncertainty dispersion and excess returns: Evidence from China
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DOI: 10.1016/j.frl.2020.101714
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International Review of Financial Analysis, Elsevier, vol. 78(C).
- Ahmad, Wasim & Kutan, Ali M. & Chahal, Rishman Jot Kaur & Kattumuri, Ruth, 2021. "COVID-19 pandemic and firm-level dynamics in the USA, UK, Europe, and Japan," LSE Research Online Documents on Economics 112454, London School of Economics and Political Science, LSE Library.
- Lu, Yunzhi & Li, Jie & Yang, Haisheng, 2023. "Time-varying impacts of monetary policy uncertainty on China's housing market," Economic Modelling, Elsevier, vol. 118(C).
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More about this item
Keywords
Economic policy uncertainty; Economic policy uncertainty dispersion; Excess returns; Chinese stock markets;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
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