Lottery Preference for Factor Investing in China's A-Share Market

Liyao Wang*

*Corresponding author for this work

Research output: Working paper

Abstract

Using a comprehensive factor zoo, we document a notable factor MAX premium in the Chinese market. Factors with high maximum daily returns consistently outperform those with low maximum returns by 0.82% per month in the future, on a risk-adjusted basis. This premium remains robust controlling for various factor characteristics, and is not sensitive to the selection of factors. The factor MAX anomaly stands apart from lottery-type stock anomalies and contributes to elucidate most of these anomalies. The factor MAX premium concentrates in high-eigenvalue principal component factors, shedding light on the prevalent lottery preferences for factor investing in China's A-share market. We find factor MAX anomaly also exists in the United States and other G7 countries.
Original languageEnglish
PublisherSSRN
Number of pages37
DOIs
Publication statusPublished - 25 Mar 2024

User-Defined Keywords

  • Anomaly
  • Factor investing
  • Lottery preference
  • Big data

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