Cite
Arbitrage risk and the cross-section of stock returns: Evidence from China.
MLA
Lin, Yu En, et al. “Arbitrage Risk and the Cross-Section of Stock Returns: Evidence from China.” Emerging Markets Review, vol. 43, June 2020, p. N.PAG. EBSCOhost, https://doi.org/10.1016/j.ememar.2019.03.007.
APA
Lin, Y. E., Chu, C. C., Omura, A., Li, B., & Roca, E. (2020). Arbitrage risk and the cross-section of stock returns: Evidence from China. Emerging Markets Review, 43, N.PAG. https://doi.org/10.1016/j.ememar.2019.03.007
Chicago
Lin, Yu En, Chien Chi Chu, Akihiro Omura, Bin Li, and Eduardo Roca. 2020. “Arbitrage Risk and the Cross-Section of Stock Returns: Evidence from China.” Emerging Markets Review 43 (June): N.PAG. doi:10.1016/j.ememar.2019.03.007.