Dividend and Excess Return in China
Investors are always chasing excess returns. To examine the three driving factors affecting China A-share excess returns, namely systematic risk, idiosyncratic risk and market sentiment, this study divided A-shares into non-dividend and dividend-paying groups based on the Dividend Paid for Common Sh...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English English |
| Published: |
Penerbit Universiti Sains Malaysia
2023
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| Subjects: | |
| Online Access: | https://eprints.ums.edu.my/id/eprint/38455/1/ABSTRACT.pdf https://eprints.ums.edu.my/id/eprint/38455/2/FULL%20TEXT.pdf |