Peng Li

University of Leeds - Leeds University Business School (LUBS)

Dr

Leeds LS2 9JT

United Kingdom

  • University of Leeds - Leeds University Business School (LUBS)

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Nonlinear Effects of Market Development on Pricing Anomalies

Number of pages: 61 Posted: 30 Sep 2016 Last Revised: 28 Oct 2018
Charlie X. Cai, Kevin Keasey, Peng Li and Qi Zhang
University of Liverpool Management School, University of Leeds - Division of Accounting and Finance, University of Leeds - Leeds University Business School (LUBS) and Durham University
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Abstract:

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Asset Pricing, Anomalies, Behavioral Finance, Multi-Factor Models, International Evidence