Dividend and Excess Return in China

• Main Authors: Jiaqi Da, Annuar Md Nassir, Tek, Andrew Wei Saw, Hui Zhang, Wei, Theng Lau
• Format: Article
• Language: English; English
• Published: Penerbit Universiti Sains Malaysia 2023
• Subjects: HB1-3840 Economic theory. Demography; HG4501-6051 Investment, capital formation, speculation
• Online Access: https://eprints.ums.edu.my/id/eprint/38455/1/ABSTRACT.pdf; https://eprints.ums.edu.my/id/eprint/38455/2/FULL%20TEXT.pdf; https://eprints.ums.edu.my/id/eprint/38455/; https://doi.org/10.21315/aamjaf2023.19.2.4
• Institution: Universiti Malaysia Sabah

Investors are always chasing excess returns. To examine the three driving factors affecting China A-share excess returns, namely systematic risk, idiosyncratic risk and market sentiment, this study divided A-shares into non-dividend and dividend-paying groups based on the Dividend Paid for Common Sh...