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In foreign countries, Fama-French three factor model of size effect and BM (book-to-market) effect shows good explanatory power. As an emerging market, using three-factor model to explain Chinese stock market anomalies is worthy of study. This paper built portfolios of Shanghai A-shares and found size effect and BM effect, that is, rate of return of small-cap portfolio is higher than largecap portfolio, and high BM ratio portfolio is higher than low BM ratio portfolio. Econometric analysis found that threefactor model can explain A-share market of Shanghai Exchange well.

Explanatory power of three-factor model on A-share market of Shanghai Exchange in China