The short-term and long-term trade-off between risk and return: chaos vs rationality

The short-term and long-term trade-off between risk and return: chaos vs rationality

This paper used the composite construction method proposed by Haugen (1999) and its application by Zhao and Wang (2010) for the Chinese stock market. Utilizing the Shanghai A-share market stocks data, this paper first selected the shares listed on the Shanghai Stock Exchange during January 1, 1997 t...

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Bibliographic Details
Main Authors: Chang Liu, Haoming Shi, Liang Wu, Min Guo
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2020-01-01
Series:Journal of Business Economics and Management
Subjects:
risk-return relationship
value investors
speculators
long-term rationality
short-term chaos
risk
Online Access:https://journals.vgtu.lt/index.php/JBEM/article/view/11349

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