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Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics : evidence from the Chinese stock market
Shi, Huai-Long; Zhou, Wei-Xing - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10013186512
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Industry momentum with correlation consolidation : evidence from China
Boubaker, Sabri; Du, Lechuan; Liu, Zhenya - In: The journal of asset management : a major new, … 23 (2022) 1, pp. 73-82
Persistent link: https://www.econbiz.de/10013170893
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The asymmetric momentum effect in the Chinese Class A share market amid market swings
Wu, Yuan - In: Asia-Pacific financial markets 23 (2016) 1, pp. 107-136
Persistent link: https://www.econbiz.de/10011619885
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Momentum and contrarian strategies in the Chinese stock market : the viewpoint of reversal fear and the disposition effect
Yeh, Chih-Cheng - In: The international journal of finance 27 (2015) 2, pp. 165-185
Persistent link: https://www.econbiz.de/10011691265
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Artificial momentum, native contrarian, and transparency in China
Lin, Hung-Wen; Hung, Mao-Wei; Huang, Jing-Bo - In: Computational economics 51 (2018) 2, pp. 263-294
Persistent link: https://www.econbiz.de/10011963668
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A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis
Cao, Ruanmin; Horváth, Lajos; Liu, Zhenya; Zhao, Yuqian - In: Review of quantitative finance and accounting 54 (2020) 1, pp. 335-358
Persistent link: https://www.econbiz.de/10012232846
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Initiation of trades on the Chinese stock market
Zheng, Xinwei - In: Review of Pacific Basin financial markets and policies 18 (2015) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10011300932
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Does the weather have impacts on returns and trading acitivities in order-driven stock markets? : evidence from China
Lu, Jing; Chou, Robin K. - In: Journal of empirical finance 19 (2012) 1, pp. 79-93
Persistent link: https://www.econbiz.de/10009615815
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The Asymmetric Positive Feedback Trading in Individual Stocks : China's Evidences
Wan, Die - 2015
Based on 4 years data of individual stocks in SZ300P index, the paper investigates the positive feedback trading behavior and its asymmetry. Regressions with heterogeneous belief terms show the presence of positive feedback trading in Chinese market. The traders who react to daily, weekly or...
Persistent link: https://www.econbiz.de/10013023211
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Last hour momentum in the Chinese stock market
Yang, Lu - In: China finance review international 12 (2021) 1, pp. 69-100
Persistent link: https://www.econbiz.de/10012880142