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The information content of analyst recommendation revisions : evidence from the Chinese stock market

Jiang, George J.; Lu, Liangliang; Zhu, Dongming - In: Pacific-Basin finance journal 29 (2014), pp. 1-17

Persistent link: https://www.econbiz.de/10010494007

Price overreaction to up-limit events and revised momentum strategies in the Chinese stock market

Liu, Chenye; Wu, Ying; Zhu, Dongming - In: Economic modelling 114 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013367532

Lottery preference, short-sale constraint, and the salience effect : evidence from China

Liu, Chang; Sun, Peng; Zhu, Dongming - In: Economic modelling 125 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014463537

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