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 |