Size Effect on Stock Returns based on Asset Pricing Models in Chinese Stock Market

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Size Effect on Stock Returns based on Asset Pricing Models in Chinese Stock Market

This dissertation aims to examine the size effect pattern on stock returns based on asset pricing models in China’s stock market. Empirical tests were carried out according to traditional and modified Fama French three-factor models and characteristic-based model. Unlike several research papers, whi...

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Bibliographic Details
Main Author:	Yin, Shiyan
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2018
Online Access:	https://eprints.nottingham.ac.uk/54259/

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