Chinese Capital Markets
Chinese Equity Returns
- Market:
Daily
Monthly
Yearly.
Value-weighted and equal-weighted.
- Size-Sorted:
Monthly
Yearly.
Value-weighted, small (deciles 1-3), medium (deciles 4-7), and large (deciles 8-10).
- Size-Sorted Deciles:
Monthly
Yearly.
Value-weighted, size-sorted deciles.