Macau
University of Macau
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Fama-French, four-factor model, momentum, up and down markets, seasonality
Fama and French; four-factor model; risk premium; seasonality
Higher co-moments; Coskewness; Cokurtosis; China stock market; UK stock market
blockholding, equity offerings, financial constraints, agency problems, cash flow sensitivity of cash
liquidity, turnover ratio, asset pricing, Hong Kong stock market, factor model