Liquidity and Stock Returns: Evidence from the Chinese Stock Market

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Status	已發表Published
	Liquidity and Stock Returns: Evidence from the Chinese Stock Market
	Keith S.K. Lam; Lewis H.K. Tam; Liang Dong
	2019-12
Source Publication	China Accounting and Finance Review
ISSN	1029-807X
Volume	21 Issue:4
Keyword	Asset Pricing, Liquidity Four-factor Model, Fama And French Three-factor Model, High Moments, China Stock Market
Document Type	Journal article
Collection	DEPARTMENT OF FINANCE AND BUSINESS ECONOMICS
Corresponding Author	Keith S.K. Lam
Affiliation	University of Macau
First Author Affilication	University of Macau
Corresponding Author Affilication	University of Macau
Recommended Citation GB/T 7714	Keith S.K. Lam,Lewis H.K. Tam,Liang Dong. Liquidity and Stock Returns: Evidence from the Chinese Stock Market[J]. China Accounting and Finance Review, 2019, 21(4).
APA	Keith S.K. Lam., Lewis H.K. Tam., & Liang Dong (2019). Liquidity and Stock Returns: Evidence from the Chinese Stock Market. China Accounting and Finance Review, 21(4).
MLA	Keith S.K. Lam,et al."Liquidity and Stock Returns: Evidence from the Chinese Stock Market".China Accounting and Finance Review 21.4(2019).

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