Momentum trading, mean reversal and overreaction in Chinese stock market
Year of publication: |
2011
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Authors: | Wu, Yangru |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 37.2011, 3, p. 301-323
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Subject: | Chinese stocks | Mean reversal | Momentum | Overreaction | China | Aktienmarkt | Stock market | Mean Reversion | Mean reversion | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Effizienzmarkthypothese | Efficient market hypothesis |
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