Open Access
| Issue |
E3S Web Conf.
Volume 292, 2021
2021 2nd International Conference on New Energy Technology and Industrial Development (NETID 2021)
|
|
|---|---|---|
| Article Number | 02017 | |
| Number of page(s) | 5 | |
| Section | New Energy Economy and Energy Blockchain Application | |
| DOI | https://doi.org/10.1051/e3sconf/202129202017 | |
| Published online | 09 September 2021 | |
- Ang A, Hodrick R J, Xing Y,et al. The Cross-Section of Volatility and Expected Returns.Journal of Finance, 2006.61(1):259–299. [Google Scholar]
- Tinic S M, West R R. Risk, Return, and Equilibrium: A Revisit. Journal of Political Economy, 1986.94(1):126–147. [Google Scholar]
- Fama E F, French K R. The Cross-Section of Expected Stock Returns[J]. Journal of Finance, 1992.47(2):427–465. [CrossRef] [Google Scholar]
- Fink J D, Fink K E. He H. Expected Idiosyncratic Volatility Measures and Expected Returns. Financial Management, 2012. 41(3):519–553. [Google Scholar]
- Rachwalski M, Wen Q. Idiosyncratic Risk Innovations and the Idiosyncratic Risk-Return Relation. Review of Asset Pricing Studies, 2016. 6:303–328. [Google Scholar]
- Gujuan, Dingying. An Empirical Study on the Value Growth Effect of China’s Securities Market. Economic Review, 2003(02):101–105. [Google Scholar]
- Peng Songlin, Su Dongwei. Short-sales, investment strategies and stock returns: An empirical test based on China’s A-share market. Sankei Review, 2017,8(04):135–153. [Google Scholar]
- Yang Zheng, Wang Hongjian, Dai Jing, Xu Chuanhua. Relaxation of interest rate control, equalization of profit margins and the “removal of reality to virtuality” of real enterprises. Financial Research, 2019(06):20–38. [Google Scholar]
- Luo Dengyue. Trait volatility and cross-sectional returns: A test based on the Fama-French stock portfolio. Statistics and Decision, 2013(04):167–169. [Google Scholar]
- Xiong Wei, Chen Langnan. Volatility of stock characteristics, stock returns and investor sentiment.Management Science, 2015,28(05):106–115. [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.