YANG, Q. (2017). The Effect of Empirically-determined Beta, Firm Size and Seasonal Patterns on Overreaction Effect in Chinese Stock Market: Evidence from A shares and B shares.
Chicago Style (17th ed.) CitationYANG, Qian. The Effect of Empirically-determined Beta, Firm Size And Seasonal Patterns on Overreaction Effect in Chinese Stock Market: Evidence from A Shares and B Shares. 2017.
MLA (9th ed.) CitationYANG, Qian. The Effect of Empirically-determined Beta, Firm Size And Seasonal Patterns on Overreaction Effect in Chinese Stock Market: Evidence from A Shares and B Shares. 2017.
Warning: These citations may not always be 100% accurate.