Momentum in the Chinese stock market : evidence from stochastic oscillator indicators
Year of publication: |
January-February 2015
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Authors: | Ni, Yensen ; Liao, Yi-Ching ; Huang, Paoyu |
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. 51.2015, suppl. 1, p. 99-110
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Subject: | contrarian strategy | momentum strategy | overreaction hypothesis | stochastic oscillator indicators | Kapitaleinkommen | Capital income | China | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Wirtschaftsindikator | Economic indicator | Momentenmethode | Method of moments |
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