Are Firm Size and Book-to-Market Priced Risk Factors? Chinese Evidence

Keywords

Business, Chinese market, Financial economics, Economics, China

References

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Cited by

• The Functionality of Book-to-Market Ratio in Chinese MarketsLarry Li, Adela McMurray, Bo Liu — 2018
• Decomposition of Book-to-Market and the Cross-Section of Returns for Chinese SharesNusret Cakici, Sris Chatterjee, Kudret Topyan — 2015
• Decomposition of Book-to-Market and the Cross-Section of Returns for Chinese SharesNusret Cakici, Sris Chatterjee, Kudret Topyan — 2014

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