Improving market timing of time series momentum in the Chinese stock market
Yafeng Qin, Guoyao Pan & Min Bai
| Year of publication: |
2020
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|---|---|
| Authors: | Qin, Yafeng ; Pan, Guoyao ; Bai, Min |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 43, p. 4711-4725
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| Subject: | Technical analysis | time-series momentum | market timing | Chinese stock market | Aktienmarkt | Stock market | China | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Finanzanalyse | Financial analysis | Anlageverhalten | Behavioural finance | Zeit | Time | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2020.1740160 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012298683