Lower-Tail Risk Premiums in China's Stock Market
A study on the Chinese stock market finds that premiums for joint lower-tail risk of liquidity and investor sentiment significantly affect future stock returns.
Featured in No. 18 on 4 Oct 2023 ·
- Released
- 10 Jul 2023
- First featured
- No. 18 · 4 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
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- 2
- Identifier
- SSRN 4589935
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