Fama–French in China: Size and Value Factors in Chinese Stock Returns

Citations

Cited by:

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4. Chang, Danting, 2021. "Fundamental anomalies and the size puzzle in China: A data mining approach," Finance Research Letters, Elsevier, vol. 42(C).
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16. Wang, Shaoping & Yu, Lu & Zhao, Qing, 2021. "Do factor models explain stock returns when prices behave explosively? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
17. Zeng, James Si, 2021. "Does regulation of defensive tactics with mandatory rules benefit shareholders? Evidence from event studies in China," International Review of Law and Economics, Elsevier, vol. 66(C).
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20. Muhammad Usman Arshad, 2021. "Forecasted E/P Ratio and ROE: Shanghai Stock Exchange (SSE), China," SAGE Open, , vol. 11(2), pages 21582440211, June.
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