Jianan Liu, Robert F. Stambaugh, Yu Yuan (2019) Motivation/Idea China has the world’s second-largest stock market, but the political and economic environments are quite different from those in the US and other developed economies. Moreover, China’s market and investors are separated from ...
内容提示: Accepted ManuscriptSize and Value in ChinaJianan Liu, Robert F. Stambaugh, Yu YuanPII: S0304-405X(19)30062-5DOI: https://doi.org/10.1016/j.jf i neco.2019.03.008Reference: FINEC 3036To appear in: Journal of Financial EconomicsReceived date: 2 July 2018Revised date: 27 August ...
内容提示: Size and Value in Chinaby *Jianan Liu, Robert F. Stambaugh, and Yu YuanFirst Draft: January 24, 2018This version: September 10, 2018forthcoming, Journal of Financial EconomicsAbstractWe construct size and value factors in China. The size factor excludes the smallest 30% off i rms...