Multi-factor Stock Selection Strategy Incorporating Liquidity Risk

【作者】 Die Wang；

【Author】 Die Wang;School of Finance and Statistics, Hunan University;

【机构】 School of Finance and Statistics, Hunan University；

【摘要】 As an emerging market dominated by retail investors, China’s stock market is greatly affected by external shocks such as market noise and policy changes, and the traditional fundamental factors have l更多还原

【Abstract】 As an emerging market dominated by retail investors, China’s stock market is greatly affected by external shocks such as market noise and policy changes, and the traditional fundamental factors have l更多还原