Pujian Yang
Biographic Data
| ID | 10158488 |
|---|---|
| NAME | Pujian Yang |
| GIVEN NAMES | Pujian |
| FAMILY NAME | Yang |
| SIGNATURE | YANG P |
| AFFILIATIONS | Xinjiang Institute of Engineering |
| ORCID | 0000-0002-7266-7782 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2022 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 0 |
Asset pricing and nominal price illusion in China
Based on the Fama’s three-factor model (FF3) and five-factor model (FF5), this study adds a low-priced stock premium factor LPP, and then builds a new four-factor and six-factor model respectively to examine the impact of low-price premium (LPP) on the pricing of China’s stock market. The research indicates that LPP is a reliable and effective pricing component in China’s A-share market, and it may be used as a systematic factor in the Chinese st…
No prominent works on this page.
Asset pricing and nominal price illusion in China
Based on the Fama’s three-factor model (FF3) and five-factor model (FF5), this study adds a low-priced stock premium factor LPP, and then builds a new four-factor and six-factor model respectively to examine the impact of low-price premium (LPP) on the pricing of China’s stock market. The research indicates that LPP is a reliable and effective pricing component in China’s A-share market, and it may be used as a systematic factor in the Chinese st…
Capital asset pricing model (1 work) · China (1 work) · Complex Systems and Time Series Analysis (1 work) · Consumption-based capital asset pricing model (1 work) · Corporate Finance and Governance (1 work) · Econometrics (1 work) · Economics (1 work) · Financial economics (1 work) · Financial Markets and Investment Strategies (1 work) · Security market line (1 work)