Jason Hsu on factor anomalies in Chinese A-shares


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 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.