Profitability premium in China stock markets.
This paper aims to test the robustness of profitability strategies in generating incremental returns to value strategies in China stock markets. Our results show that the book-to-market ratio has very strong power in predicting stock returns, while profitability, measured by gross profits-to-assets...
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Main Authors: | , , |
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Other Authors: | |
Format: | Final Year Project |
Language: | English |
Published: |
2013
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Subjects: | |
Online Access: | http://hdl.handle.net/10356/51574 |
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Institution: | Nanyang Technological University |
Language: | English |