Dividend and excess return in China

• Main Authors: Da, Jiaqi, Md Nassir, Annuar, Tek, Andrew Wei Saw, Zhang, Hui, Lau, Wei Theng
• Format: Article
• Language: English
• Published: Penerbit Universiti Sains Malaysia 2023
• Online Access: http://psasir.upm.edu.my/id/eprint/107380/1/107380.pdf; http://psasir.upm.edu.my/id/eprint/107380/; https://ejournal.usm.my/aamjaf/article/view/aamjaf_vol19-no2-2023_4
• Institution: Universiti Putra Malaysia

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...