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Where do betas come from? Asset price dynamics and the sources of systematic risk
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Idiosyncratic risk and the creative destruction in Japan
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Authors:
Hamao, Yasushi
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Mei, Jianping
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Xu, Yexiao
Year: 2003 Publisher: Cambridge, Mass. NBER
Year: 2003 Publisher: Cambridge, Mass. NBER
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Speculative trading and stock prices: evidence from Chinese A-B share premia
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Authors:
Mei, Jianping
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Scheinkman, José
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Xiong, Wei
Year: 2005 Publisher: Cambridge, Mass. NBER
Year: 2005 Publisher: Cambridge, Mass. NBER
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