Is there a size effect in the pricing of stocks in the chinese stock markets?: The case of bull versus bear markets

DOI10.1007/S10690-008-9074-0zbMath1161.91471OpenAlexW2073477253MaRDI QIDQ1020620

Robert W. Rutledge, Zhaohui Zhang, Khondkar Karim

Publication date: 29 May 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-008-9074-0

zbMATH Keywords

size effectdeveloping marketsexcess stock returnsreturn premiumstock pricing behavior

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Cites Work

• The Book-to-Market and Size Effects in a General Asset Pricing Model: Evidence from Seven National Markets

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