Dividend-Yield Trading Strategies: Evidence from the Chinese Stock Market
Utilizing the data from the Shanghai and Shenzhen exchanges between the periods of 2005 to 2011, this paper explores whether trading strategies based on dividend-yield are effective in the Chinese stock market. Under market risk-adjusted, we find an abnormal return for the samples of cash and dual...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2014-03-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/762 |