The evolvement of momentum effects in China : evidence from functional data analysis
Bo Li, Zhenya Liu, Hanen Teka, Shixuan Wang
| Year of publication: |
2023
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|---|---|
| Authors: | Li, Bo ; Liu, Zhenya ; Teka, Hanen ; Wang, Shixuan |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 64.2023, p. 1-13
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| Subject: | China's A-shares market | Circular block bootstrap | Functional data analysis | Momentum effects | China | Momentenmethode | Method of moments | Aktienmarkt | Stock market | Bootstrap-Verfahren | Bootstrap approach | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2022.101833 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014279043