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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Bibliographic Details
Main Authors: He, Jiaxin., Li, Jing., Zhao, Shuohan.
Other Authors: Chang Xin
Format: Final Year Project
Language:English
Published: 2013
Subjects:
Online Access:http://hdl.handle.net/10356/51574
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Institution: Nanyang Technological University
Language: English

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