On the predictability of Chinese stock returns

Pacific-Basin Finance Journal - Tập 18 - Trang 403-425 - 2010
Xuanjuan Chen1, Kenneth A. Kim2, Tong Yao3, Tong Yu4
1Kansas State University, College of Business Administration, Manhattan, KS 66506, United States
2State University of New York at Buffalo, School of Management, Buffalo, NY 14260, United States
3University of Iowa, Tippie College of Business, Iowa City, IA 52242-1994, United States
4University of Rhode Island, College of Business Administration, Kingston, RI 02881, United States

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