Replicating and Digesting Anomalies in the Chinese A-Share Market
- Zhibing Li ,
Zhibing Li
[email protected]https://orcid.org/0000-0001-8392-6826
School of Banking and Finance, University of International Business and Economics, Beijing 100029, China;
- Laura Xiaolei Liu ,
Corresponding Author
Laura Xiaolei Liu
[email protected]https://orcid.org/0000-0003-3233-8164
Department of Finance, Guanghua School of Management, Peking University, Beijing 100871, China;
- Xiaoyu Liu ,
Xiaoyu Liu
[email protected]https://orcid.org/0000-0003-1451-7062
Department of Finance, Guanghua School of Management, Peking University, Beijing 100871, China;
- K. C. John Wei
K. C. John Wei
[email protected]https://orcid.org/0000-0003-4651-0113
School of Accounting and Finance, Faculty of Business, Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong
Zhibing Li
[email protected]https://orcid.org/0000-0001-8392-6826
School of Banking and Finance, University of International Business and Economics, Beijing 100029, China;
Corresponding Author
Laura Xiaolei Liu
[email protected]https://orcid.org/0000-0003-3233-8164
Department of Finance, Guanghua School of Management, Peking University, Beijing 100871, China;
Xiaoyu Liu
[email protected]https://orcid.org/0000-0003-1451-7062
Department of Finance, Guanghua School of Management, Peking University, Beijing 100871, China;
K. C. John Wei
[email protected]https://orcid.org/0000-0003-4651-0113
School of Accounting and Finance, Faculty of Business, Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong
Supplemental Material
The replication files for this article are available HERE.

