Turnover premia in China's stock markets
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DOI: 10.1016/j.pacfin.2020.101487
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More about this item
Keywords
China's stock markets; Turnover premia; Aggregate volatility risk; Idiosyncratic volatility; Real options; Cash-flow risk;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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