Yu, Lu (2014) Asset Pricing in China’s Stock Market. In: Proceedings of the 2nd International Conference on Big Data Economy and Digital Management, BDEDM 2023, January 6-8, 2023, Changsha, China.
![[thumbnail of 54156.pdf]](http://eprints.eai.eu/style/images/fileicons/application_pdf.png "54156.pdf")
PDF
54156.pdf
Download (230kB)
Abstract
This paper tests four main-stream asset pricing model with China’s stock market information. We use stock return data from CSMAR and constructed China Stock Market Factor. The result suggests that the Fama and French (2014) five-five model is a better description of Chinese market than the Fama and
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:17 |
| Last Modified: | 17 Apr 2026 03:08 |
| URI: | http://eprints.eai.eu/id/eprint/43153 |
Actions (login required)
- View Item