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
  • [41] An application of PCC model: risk measurement of extreme event in Chinese stock market
    Bai Manying
    Ma Fanghui
    Guo Fengjuan
    PROCEEDINGS OF THE 2ND INTERNATIONAL CONFERENCE ON SCIENCE AND SOCIAL RESEARCH (ICSSR 2013), 2013, 64 : 572 - 575
  • [42] Asset Pricing Model under Costly Information Evidence from the Tunisian Stock Market
    Chakroun, Imene Safer
    Ben Arbia, Anis
    Hellara, Slaheddine
    FIRST ANNUAL TUNISIAN SOCIETY FOR FINANCIAL STUDIES (TSFS) FINANCE CONFERENCE 2013, 2014, 13 : 47 - 57
  • [43] Market anomalies, asset pricing models, and stock returns: evidence from the Indian stock market
    Dash, Saumya Ranjan
    Mahakud, Jitendra
    JOURNAL OF ASIA BUSINESS STUDIES, 2015, 9 (03) : 306 - 328
  • [44] Glued to the TV Distracted Noise Traders and Stock Market Liquidity
    Peress, Joel
    Schmidt, Daniel
    JOURNAL OF FINANCE, 2020, 75 (02): : 1083 - 1133
  • [45] An Interval Regression Model and Its Application in Forecasting Range-based Volatility of Chinese Stock Market
    Yang, Wei
    Han, Ai
    Wang, Shouyang
    INTERNATIONAL WORK-CONFERENCE ON TIME SERIES (ITISE 2014), 2014, : 1006 - 1007
  • [46] Conditional autoencoder asset pricing models for the Korean stock market
    Kim, Eunchong
    Cho, Taehee
    Koo, Bonha
    Kang, Hyoung-Goo
    PLOS ONE, 2023, 18 (07):
  • [47] Business financial structure and asset pricing in the Spanish stock market
    Miralles Marcelo, Jose Luis
    Miralles Quiros, Maria del Mar
    Miralles Quiros, Jose Luis
    REVISTA ESPANOLA DE FINANCIACION Y CONTABILIDAD-SPANISH JOURNAL OF FINANCE AND ACCOUNTING, 2013, 42 (160): : 561 - 589
  • [48] Tests of conditional asset pricing models in the Brazilian stock market
    Garcia, R
    Bonomo, M
    JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 2001, 20 (01) : 71 - 90
  • [49] Empirical evidence of conditional asset pricing in the Indian stock market
    Das, Sudipta
    ECONOMIC SYSTEMS, 2015, 39 (02) : 225 - 239
  • [50] The stock value: a new security asset pricing model based on the power
    Wang Linhui
    Dong Zhiqing
    Zhang Yishan
    Xu Weichuan
    PROCEEDINGS OF THE INTERNATIONAL SYMPOSIUM ON FINANCIAL ENGINEERING AND RISK MANAGEMENT 2008, 2008, : 148 - 151
12345