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 |
| Published: |
Penerbit Universiti Sains Malaysia
2023
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| Online Access: | http://psasir.upm.edu.my/id/eprint/107380/1/107380.pdf |