Understanding idiosyncratic momentum in the Chinese stock market
Year of publication: |
2022
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Authors: | Lin, Qi |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 76.2022, p. 1-14
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Subject: | Asset pricing | Chinese market | Idiosyncratic momentum | Intertemporal CAPM | PLS estimation | CAPM | China | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Momentenmethode | Method of moments | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
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