Risk asset pricing model and its application in the Chinese stock market based on noise traders

被引：0
|
作者：
Chen, Qi-An [1 ]
Lai, Qin-Yun [1 ]
Chen, Liang [1 ]
Zhang, Yuan [1 ]
机构：
[1] School of Economics and Business Administration, Chongqing University, Chongqing 400030, China
来源：
Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice | 2010年 / 30卷 / 03期
关键词：
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：385 / 395
相关论文
共 50 条
  • [21] A　Research　of　China　Stock　Market　by　Capital-Asset　Pricing　Model
    ZHAN Yuanrui LU Lining Management Institute Tianjin University
    Journal of Systems Science and Systems Engineering, 1997, (03) : 51 - 55
  • [22] Durable Consumption-Based Asset Pricing Model with Foreign Factors for the Korean Stock Market
    Cho, Cheol-Keun
    Jang, Bosung
    INTERNATIONAL JOURNAL OF FINANCIAL STUDIES, 2023, 11 (02):
  • [23] APPLICATION OF FAMA AND FRENCH FIVE FACTOR MODEL OF ASSET PRICING: EVIDENCE FROM PAKISTAN STOCK MARKET
    Zada, Hassan
    Rehman, Mobeen Ur
    Khwaja, Muddasar Ghani
    INTERNATIONAL JOURNAL OF ECONOMICS MANAGEMENT AND ACCOUNTING, 2018, 26 (01): : 1 - 23
  • [24] FMH and Its Application in Chinese Stock Market
    Wang, Yuling
    Wang, Juan
    Guo, Yanjun
    Wu, Xinjue
    Wang, Jing
    ADVANCED RESEARCH ON COMPUTER EDUCATION, SIMULATION AND MODELING, PT II, 2011, 176 (02): : 349 - +
  • [25] A Stock Market Model Based on the Interaction of Heterogeneous Traders' Behavior
    Yuan, Ye
    Chen, Xuebo
    Sun, Qiubai
    ADVANCES IN HUMAN FACTORS IN SIMULATION AND MODELING (AHFE 2017), 2018, 591 : 312 - 321
  • [26] A Markov regime switching model for asset pricing and ambiguity measurement of stock market
    Wang, Jia
    Zhou, MengChu
    Guo, Xiwang
    Qi, Liang
    Wang, Xu
    NEUROCOMPUTING, 2021, 435 : 283 - 294
  • [27] Shortability and asset pricing model: Evidence from the Hong Kong stock market
    Bai, Min
    Li, Xiao-Ming
    Qin, Yafeng
    JOURNAL OF BANKING & FINANCE, 2017, 85 : 15 - 29
  • [28] Multifactor asset pricing model and stock market in transition: New empirical tests
    Mateev M.
    Videv A.
    Eastern Economic Journal, 2008, 34 (2) : 223 - 237
  • [29] Asset pricing and predictability of stock returns in the French market
    Ellouz, Siwar
    INTERNATIONAL JOURNAL OF MANAGERIAL AND FINANCIAL ACCOUNTING, 2011, 3 (03) : 279 - 303
  • [30] HERD BEHAVIOUR AND ASSET PRICING IN THE INDIAN STOCK MARKET
    Chauhan, Yash
    Ahmad, Nehal
    Aggarwal, Vaishali
    Chandra, Abhijeet
    IIMB MANAGEMENT REVIEW, 2020, 32 (02) : 125 - 126
12345