What Determines Chinese Stock Returns?

By Fenghua Wang, Yexiao Xu. 2004

198 citations recorded by the source corpus.

How researchers see this paper

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

Corporate Governance in China: Current Practices, Economic Effects and Institutional Determinants (2006, background): “Wang and Xu (2004) is one of few that actually examine the relation between corporate governance and stock returns in a cross-section.”
Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations (2014, methodology): “For China, the Fama-French three factor model is examined by Wang and Xu (2005), and the factors for China are computed and provided by RESSET, a Beijing-based data vendor.”
Size and value in China (2019, unknown): “Category Anomaly References Unconditional Size-neutral Size Market cap Wang and Xu (2004) , Eun and Huang (2007) , Cheung et al. (2015) , Cakici et al. (2017) , Hsu et al. (2018) , Carpenter et al. (2018) , and Hu et al. (2019) .”
On the Predictability of Chinese Stock Returns (2010, unknown): “Wang and Xu (2004) find that firm size explains cross-sectional differences in returns but that the book-to-market ratio does not.”