Dividend and excess return in China

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Dividend and excess return in China

Investors are always chasing excess returns. To examine the three driving factors affecting China A-share excess returns, namely systematic risk, idiosyncratic risk and market sentiment, this study divided A-shares into non-dividend and dividend-paying groups based on the Dividend Paid for Common Sh...

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Bibliographic Details
Main Authors:	Da, Jiaqi, Md Nassir, Annuar, Tek, Andrew Wei Saw, Zhang, Hui, Lau, Wei Theng
Format:	Article
Language:	English
Published:	Penerbit Universiti Sains Malaysia 2023
Online Access:	http://psasir.upm.edu.my/id/eprint/107380/ http://psasir.upm.edu.my/id/eprint/107380/1/107380.pdf

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