Momentum returns, market states, and financial crisis : evidence from China and Hong Kong
Year of publication: |
2017
|
---|---|
Authors: | Cheema, Muhammad A. ; Nartea, Gilbert V. |
Published in: |
Information efficiency and anomalies in Asian equity markets : theories and evidence. - London : Routledge Taylor & Francis Group, ISBN 978-1-138-19538-7. - 2017, p. 138-157
|
Subject: | Hongkong | Hong Kong | China | Finanzkrise | Financial crisis | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market |
-
One country, two systems? : the heavy-tailedness of Chinese A- and H- share markets
Chen, Zhiming, (2019)
-
Stock market linkages and spillover effects : an empirical analysis of select Asian markets
Sehgal, Sanjay, (2019)
-
Asian stock markets, US economic policy uncertainty and US macro-shocks
Donadelli, Michael, (2015)
- More ...
-
Maxing Out in China : Optimism or Attention?
Cheema, Muhammad A., (2018)
-
Momentum returns and information uncertainty : evidence from China
Cheema, Muhammad A., (2014)
-
Cross-sectional and time-series momentum returns : are Islamic stocks different?
Cheema, Muhammad A., (2018)
- More ...