Size and price-to-book effects: Evidence from the Chinese stock markets
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DOI: 10.1016/j.pacfin.2015.02.003
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More about this item
Keywords
Size effect; Price-to-book ratio effect; Herding behavior; Chinese stock markets; Conditional asset pricing;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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