Work

Misvaluation comovement, market efficiency and the cross-section of stock returns: Evidence from China

Year: 2015

Type: article

Source: Economic Systems

DOI: 10.1016/j.ecosys.2015.01.001

Authors: Yan Luo, Jinjuan Ren, Yizhi Wang

Institutions: Fudan University, University of Macau, Australian National University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Natural Science Foundation of Shanghai, National Natural Science Foundation of China, Universidade de Macau

Awards: G3615560656, G4432576543, 盈余下方风险：基于投资者风险偏好的新风险指标及其对资本市场影响的实证研究

OpenAlex ID: W2264952384

FWCI: 1.817

Cites: 25

Cited by: 17

Related to: 10