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Yang, Huan Zhang, Dayong Ma, Chenghu Nakata, Hiroyuki Cai, Jun Wang, Zijun Fan, Lina Zhao, Shaoqin Zhang, Rui Wu, Jia Shang, Hua Shu, Yan Ping, Yuan Marcus, Alan J. Wei, Mengxing Guo, Mengmeng Wang, Xiwei All co-authors tail model factors market stocks shadow evidence china capm empirical cross returns factor asset kapitaleinkommen risk volume return relationship mps aversion study pricing events chinese risiko schätzung estimation risikoprämie bank trading behavior hedging speculation
Composed shadow capm capital income volume return return relationship mps risk asset pricing pricing model stocks china tail events market risk risk premium bank stocks risk factors hedging speculation speculation learn learn volume risk aversion aversion shadow capm empirical empirical evidence factors cross time varying conditional tail events risk cross market market tail tail linkage factors bank developed market chinese stock classical capm factor model loan loss provisions bank risk risk management risk measure exchange rate trading volume initial public offering bank tail tail risk risk china china air air pollution pollution influence influence investor investor trading trading behavior behavior evidence evidence china china bank stocks risk
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Lin Huang Dr. Alternative spellings: Huang Lin Lin Huang Biblio: Tätig am Research Inst. of Economics and Management, Southwestern Univ of Finance and Economics, Chengdu
Q58004893
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