Does the momentum strategy work at the industry level? : evidence from the Chinese stock market
Year of publication: |
2017
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Authors: | Gong, Yujing |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 53.2017, 5, p. 1072-1092
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Subject: | contrarian strategy | industry concentration | momentum | portfolio investment | China | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance |
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