Asset Pricing Investigation of Chinese SMEs: A Multi-Factor Model Approach
The paper investigates the applicability of multi-factor models by stock returns from January 2014 to June 2019 from the Chinese Shenzhen Small and Medium Enterprises Composite Board. It fills the research gap that researches of multi-factor models on the small and medium-sized enterprises are limit...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2019
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| Online Access: | https://eprints.nottingham.ac.uk/58165/ |