Essays about: "Lijin Pan"

Found 1 essay containing the words Lijin Pan.

  1. 1. Which Factors Explain Stock Returns on the Shanghai Stock Exchange Market? : A Panel Data Analysis of a Young Stock Market

    University essay from KTH/Industriell ekonomi och organisation (Avd.)

    Author : Lijin Pan; [2012]
    Keywords : Panel data analysis; CAPM; Shanghai Stock Exchange market; stock return; systematic risk; book-to-market value; number of trades;

    Abstract : This paper studies factors that influence the stock return on the Shanghai Stock Exchange (SSE) market. To achieve this goal, a stock-fixed effects model is estimated using a panel data sample comprising 100 companies listed on the SSE market during the 72-month period from January 2002 to December 2007. READ MORE