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Xiangshan Lei

Huazhong University of Science and Technology

1037 Luoyu Rd

Wuhan, 430074

China

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Anomalies and Expected Market Return—Evidence from China A-Shares

Number of pages: 37 Posted: 19 Sep 2023
Hongbing Ouyang and Xiangshan Lei
Huazhong University of Science and Technology and Huazhong University of Science and Technology
Downloads 100 (720,278)
Citation 1

Abstract:

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Anomaly, Shrinkage, Mispricing correction persistence, Asymmetric limits of arbitrage, Aggregate market excess return