Industry momentum with correlation consolidation : evidence from China
Sabri Boubaker, Lechuan Du, Zhenya Liu
| Year of publication: |
2022
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| Authors: | Boubaker, Sabri ; Du, Lechuan ; Liu, Zhenya |
| Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 23.2022, 1, p. 73-82
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| Subject: | Momentum effect | Industry momentum | China stock market | China | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Wertpapierhandel | Securities trading | Korrelation | Correlation | Schätzung | Estimation | Momentenmethode | Method of moments |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-021-00248-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013170893