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Stock returns predictability in Hong Kong and Taiwan

We comprehensively investigate what drives stock returns in Hong Kong stock market which has been consistently ranked as one of the most important markets for IPOs. We find that Hong Kong inflation rate is a systematic pricing factor across stocks after controlling for Fama-French three-factor. It is different from the U.S. market and other developed […]

ISBN: 979-8-88676-073-6

27.99

Additional information

ISBN

979-8-88676-073-6

Author

Samuel Xin Liang

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Publication year

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Number of pages

67