Bin Cai

Jiangxi University of Finance and Economics

South Lushan Road

Nanchang, Jiangxi 330013

China

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Scholarly Papers (1)

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The Missing Profitability Premium in China's A-Shares: Explanations Based on Profitability Predictability and Market Frictions

Number of pages: 42 Posted: 16 Feb 2018
Jiangxi University of Finance and Economics, Southern Illinois University at Edwardsville, Jiangxi University of Finance and Economics and Minjiang University - Newhuadu Business School
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Abstract:

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profitability, market frictions, price delay, stock returns, A-shares