On the Predictability of Chinese Stock Returns

By Xuanjuan Chen, Kenneth A. Kim, Tong Yao, Tong Yu. 2010

155 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/0482e40a57e17632e1b2a1122ee37ed8ff7246c3

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Yu Yuan
2. Rob Stambaugh
3. Jianan Liu
4. Yongjie Zhang
5. Wei Zhang
6. George Serafeim
7. Guofu Zhou
8. Jianfeng Yu

In Management Science and Operations Research

1. Yu Yuan

Citations in the corpus

• Size and value in China (2019, background): “1 .27 (2.92) 1 .39 (3.68) Investment Asset growth Chen et al. (2010) .”
• The five-factor asset pricing model tests for the Chinese stock market (2017, methodology): “Unlike them, Chen et al. (2010) only find the obvious value effect by the data from 07/1995 to 06/2007; Carpenter et al. (2015) and Cakici et al. (2015a) find strong size and value effects both in average returns using their own samples.”