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 firstname.lastname@example.org 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)