Value spread as a predictor of stock returns : evidence from China.
The objective of this study is to investigate the predictive power of the value spread for stock returns. We conducted the study using China Stock Market & Accounting Research Database (CSMAR) data for the Chinese equity markets. We also analysed the predictive abilities of two other related var...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
2011
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/44194 |