Residual momentum and the cross-section of stock returns : Chinese evidence
Qi Lin
| Year of publication: |
2019
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|---|---|
| Authors: | Lin, Qi |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 29.2019, p. 206-215
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| Subject: | Residual momentum | Conventional momentum | Asset pricing | Chinese market | Kapitaleinkommen | Capital income | China | CAPM | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.07.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012418711