Xu, Yuandong - In: China Finance Review International 6 (2016) 2, pp. 125-149
momentum effect in the stock market. Based on this conclusion, the concept of “information uncertainty” is deepened into the … concept hierarchy of “information ambiguity,” the purpose of this paper is to explain the momentum effect in the China’s stock …, the paper discusses the importance from ambiguity to understand financial anomalies, such as momentum effect. …