A new momentum measurement in the Chinese stock market
Yan Li, Chao Liang, Toan L.D. Huynh
| Year of publication: |
2022
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|---|---|
| Authors: | Li, Yan ; Liang, Chao ; Toan Luu Duc Huynh |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 73.2022, p. 1-17
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| Subject: | Cross-sectional returns | Investor belief | Momentum effect | Past returns | Kapitaleinkommen | Capital income | China | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Schätzung | Estimation | CAPM | Volatilität | Volatility | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2022.101759 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013388944