A Momentum Investment Strategy Based on Correlations : A Comparison between China and Us Stock Markets
Year of publication: |
[2022]
|
---|---|
Authors: | Zhang, Zhehao |
Publisher: |
[S.l.] : SSRN |
Subject: | China | Aktienmarkt | Stock market | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Vergleich | Comparison | Kapitaleinkommen | Capital income |
-
Correlation-based investment strategies : a comparison between Chinese and US stock markets
Zhang, Zhehao, (2023)
-
Industry momentum with correlation consolidation : evidence from China
Boubaker, Sabri, (2022)
-
Explaining the stock-stock, bond-bond and stock-bond correlation across countries
McMillan, David G., (2020)
- More ...
-
New results on the distribution of discounted compound Poisson sums
Zhang, Zhehao, (2019)
-
Correlation-based investment strategies : a comparison between Chinese and US stock markets
Zhang, Zhehao, (2023)
-
Laplace Transform of Compound Self-Exciting Sums with Accumulated Claims
Zhang, Zhehao, (2023)
- More ...