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Momentum strategies in European equity markets : perspectives on the recent financial and European debt crises

Abourachid, Halim; Kubo, Alexander; Orbach, Sven - In: Finance research letters 23 (2017), pp. 147-151

Persistent link: https://www.econbiz.de/10011808378

Residual momentum and the cross-section of stock returns : Chinese evidence

Lin, Qi - In: Finance research letters 29 (2019), pp. 206-215

Persistent link: https://www.econbiz.de/10012418711

Sectoral contributions to systemic risk in the Chinese stock market

Wu, Fei - In: Finance research letters 31 (2019), pp. 386-390

Persistent link: https://www.econbiz.de/10012421681

Downside and upside risk spillovers from China to Asian stock markets : a CoVaR-copula approach

Jin, Xiaoye - In: Finance research letters 25 (2018), pp. 202-212

Persistent link: https://www.econbiz.de/10012003526

Short-term contrarian profits and the disposition effect

Shen, Yujan; Shen, Kuanfu - In: Finance research letters 46 (2022) 2, pp. 1-6

Persistent link: https://www.econbiz.de/10013341568

Can factor momentum beat momentum factor? : evidence from China

Ouyang, Ruolan; Zhang, Kun; Zhang, Xuan; Zhu, Dongming - In: Finance research letters 62 (2024) 1, pp. 1-12

While existing studies have not detected a significant standard momentum in the A-share market, recent literature has documented several modified momentum factors. Echoing the findings of Ehsani and Linnainmaa (2022), our study identifies strong factor momentum in the A-share market. Factor...

Persistent link: https://www.econbiz.de/10014530711