08.11.2017 | CFA Institute Webinar | Webinar

Jason Hsu on factor anomalies in Chinese A-shares

08.11.2017
Webinar, Webinar

Which factors have worked since the opening of China's stock markets two decades ago? Jason Hsu will explain his team's findings from their research that applied well-studied factor strategies from the US equity anomalies literature to Chinese A-shares.

Jason reconciled conflicting results from the prior A-shares anomalies literature and will explain differences between US and Chinese factor investing experiences based on unique features of China’s evolving investing landscape including:

  •     Issues related to regulation
  •     Financial reporting standards
  •     Differences in market microstructure
  •     Investor behaviour

The research also demonstrates ways in which a deep institutional knowledge of Chinese financial markets leads to more effective investment strategies through factor design and portfolio construction tailored to novel features of A-shares.

This will be a live event with simultaneous webinar, offered by the CFA Society UK. CFA Society Germany members can join this webinar free of charge. Please email us on info@cfa-germany.de to register.

Non-members can join the webinar for a fee of 20£. As non-member please register here.

The webinar link will be emailed closer to the time after your registration.

Registration: 13:55 (CEST)
Event: 14:00 - 15:00 (CEST)

Webinar, Webinar

Webinar
Deutschland