Testing the CAPM and Three Factors Model in China: Evidence from the Shanghai Stock Exchange
Since inception, China’s stock market has grown rapidly and has become one of the most important emerging markets in the world. However, many popular financial media depicts China’s stock market as irrational. Besides, empirical studies on asset pricing in China’s stock market do not provide a consi...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2015
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| Online Access: | https://eprints.nottingham.ac.uk/30041/ |