Rong Cui

University of Vienna - School of Business, Economics and Statistics - Department of Finance

Bruennerstrasse 72

Vienna, 1210

Austria

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Disentangling Liquidity and Size Effects in Stock Returns: Evidence from China

Number of pages: 41 Posted: 20 Jul 2006
Rong Cui and Youchang Wu
University of Vienna - School of Business, Economics and Statistics - Department of Finance and University of Oregon - Lundquist College of Business
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Abstract:

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liquidity, size effect, stock returns, Chinese stock market