How Predictable Is the Chinese Stock Market?
We analyze return predictability for the Chinese stock market, including the aggregate market portfolio and the components of the aggregate market, such as portfolios sorted on industry, size, book-to-market and ownership concentration. Considering a variety of economic variables as predictors, both...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2010
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/3192 https://ink.library.smu.edu.sg/context/lkcsb_research/article/4191/viewcontent/2009_Fuwei_Jiang_Chinese_stock_market_predictable_wp.pdf |
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| Institution: | Singapore Management University |
| Language: | English |