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Applied Economics Volume 51, 2019 - Issue 44
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Beware of the crash risk: Tail beta and the cross-section of stock returns in China

Huaigang LongSchool of Economics, Zhejiang University, Hangzhou, ChinaORCID Iconhttps://orcid.org/0000-0002-9608-9200View further author information
ORCID Icon,
Adam ZarembaDubai Business School, University of Dubai, Dubai, United Arab Emirates;Department of Investment and Capital Markets, Poznań University of Economics and Business, Poznań, PolandCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0001-5879-9431View further author information
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Yuexiang JiangSchool of Economics, Zhejiang University, Hangzhou, ChinaView further author information
Pages 4870-4881 | Published online: 14 Apr 2019

Citations (4)

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Read on this site (1)

Changyang Liu, Tian Yue & Yugang Yin. (2023) Does a firm’s geographic feature matter for stock returns? Evidence from the Chinese A-share market. Applied Economics 55:21, pages 2455-2476.
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Articles from other publishers (3)

Asgar Ali, K.N. Badhani & Ashish Kumar. (2021) Does the low-risk anomaly exist in the Indian equity market? A test using alternative risk measures. Journal of Economic Studies 49:8, pages 1422-1452.
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David Blitz, Matthias X. Hanauer & Pim van Vliet. (2021) The Volatility Effect in China. Journal of Asset Management 22:5, pages 338-349.
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David Blitz, Matthias Xaver Hanauer & Pim van Vliet. (2021) The Volatility Effect in China. SSRN Electronic Journal.
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