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• W3119199135 abstract "The paper documents the profitable fundamental-based anomalies in China's A-share market and proposes the fundamental-related size puzzle which is converse to prior literature on the US stock market: these anomalies are systematically more pronounced among big stocks than among small stocks. Using the bootstrap approach to control for data mining, the fundamental-related size puzzle strengthens. Further evidence points to the widely perceived view about China's A-share market that for small stocks subject to severe shell-value fluctuations due to IPO constraints, fundamental information is less relevant and hardly incorporated into prices even upon earnings arrival." @default.
• W3119199135 created "2021-01-18" @default.
• W3119199135 creator A5081871164 @default.
• W3119199135 date "2021-10-01" @default.
• W3119199135 modified "2023-09-25" @default.
• W3119199135 title "Fundamental anomalies and the size puzzle in China: A data mining approach" @default.
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• W3119199135 doi "https://doi.org/10.1016/j.frl.2020.101907" @default.
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