The Correlation Between Risk and Return: The Empirical Evidence from Chinese Listed Companies

Jin Zeng () and Yang Li ()
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Jin Zeng: Kunming University of Science and Technology
Yang Li: Xiamen Huaxia Vocational College

Chapter Chapter 99 in The 19th International Conference on Industrial Engineering and Engineering Management, 2013, pp 937-948 from Springer

Abstract: Abstract The Paper examined the correlation between risk and return of China’s listed companies. The paper found that there existed a negative correlation both across and within industries for China’s listed companies during 1996–2000, 2001–2005 and 1996–2005 time periods. The paper further studied the industrial and dynamic characteristics of this relationship and discussed the reason caused this abnormal phenomena. Finally, the paper offered several suggestions on further study.

Keywords: Bowman paradox; Chinese listed companies; Negative correlation; Risk-return (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-38433-2_99

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DOI: 10.1007/978-3-642-38433-2_99

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