Size and Value in China
收藏NBER2018-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w24458
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资源简介：
We construct size and value factors in China. The size factor excludes the smallest 30% of firms, which are companies valued significantly as potential shells in reverse mergers that circumvent tight IPO constraints. The value factor is based on the earnings-price ratio, which subsumes the book-to
提供机构：
美国国家经济研究局
创建时间：
2018-04-01
