Asset Pricing Investigation of Chinese SMEs: A Multi-Factor Model Approach

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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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Bibliographic Details
Main Author:	Yuan, Yue
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2019
Online Access:	https://eprints.nottingham.ac.uk/58165/

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