Testing the CAPM and Three Factors Model in China: Evidence from the Shanghai Stock Exchange

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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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Bibliographic Details
Main Author:	Wang, Weixi
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2015
Online Access:	https://eprints.nottingham.ac.uk/30041/

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