A new salient factor and equity returns: empirical evidence from A-Shares
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DOI: 10.1080/13504851.2024.2406952
Abstract: ABSTRACT This paper develops a new salient factor, STZ, which synthesizes the price-limit-hitting system and the situational dependence of investors on information responses. STZ is capable of predicting stock returns. By analyzing the data of… read more here.
Keywords: returns empirical; salient factor; equity returns; new salient ... See more keywords