Sökning: "Weiwei Zhu"

Hittade 1 uppsats innehållade orden Weiwei Zhu.

  1. 1. Financial integration and international asset pricing of Chinese stock markets

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Ho Wai NG; Weiwei Zhu; [2018]
    Nyckelord :Financial integration; International asset pricing; Emerging Market Finance;

    Sammanfattning : Our analysis draws several meaningful findings. First, we find that there is predictability of Chinese stock market return on latent variables which include common and local specific information. We also find that the conditional volatility and local price of risk are time varying for China. LÄS MER