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【With the same tag:【overnight and intraday returns】 Found 1 articles】
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CORPORATE FINANCE
| F270
Where do the Future Returns of Excellent Stocks Come from? Based on the Perspectives of Value Driving, Risk Compensation, and Mispricing
Wen Zuojun
,
Liu Weiqi
,
Zhang Xindong
Using the daily data of Chinese A-share stocks from 2006 to 2022 and integrating the essence of excellence, this paper constructs an indicator of Advantageous Strength Level (ASL) to depic...
First published at: Aug 20, 2024
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ESI
doi:
10.16538/j.cnki.fem.20240524.201
Foreign Economics & Management
, Vol. 46, Issue 08
, pp. 86 - 102
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