Hang Cheng

Dongbei University of Finance and Economics

217 Jianshan Street

Dalian, LiaoNing

China

http://www.dufe.edu.cn

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Ideas:
“  China's Stock Market Prediction  ”

Scholarly Papers (1)

1.

Multi-Factor Conditional Equity Premium Model: Evidence from China’s Stock Market

Number of pages: 76 Posted: 12 Sep 2018 Last Revised: 06 Nov 2020
Hang Cheng, Hui Guo and Yongdong Shi
Dongbei University of Finance and Economics, University of Cincinnati - Department of Finance - Real Estate and Dongbei University of Finance and Economics (DUFE)
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Abstract:

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China's stock market; Risk-Return Tradeoff; Time-Varying Equity Premium; Time-Varying Stock Market Variance; Limited Stock Market Participation; A Shares; B Shares; H Shares