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Does idiosyncratic risk matter to momentum profits? : evidence from China
Kao, Wei-Shun; Wang, Li-Hsun; Lin, Chu-Hsiung; Huang, … - In: The empirical economics letters : a monthly … 17 (2018) 10, pp. 1259-1264
Persistent link: https://www.econbiz.de/10012006820
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An investigation of the return risk and liquidity measure for Chinese open-ended funds
Zhang, Jingqi - 2020
Persistent link: https://www.econbiz.de/10012420971
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The value premium puzzle, behavior versus risk : new evidence from China
Clark, Ephraim; Qiao, Zhuo - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 12-21
Persistent link: https://www.econbiz.de/10012417053
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Does downside risk matter more in asset pricing? : evidence from China
Ali, Heba - In: Emerging markets review 39 (2019), pp. 154-174
Persistent link: https://www.econbiz.de/10012313110
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Is tail risk priced in the cross-section of Chinese mutual fund returns?
Yang, Liuyong; Long, Yijia; Long, Huaigang; Zaremba, Adam; … - In: Finance research letters 50 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014245291
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Fund ESG performance and downside risk : evidence from China
Zhang, Ning; Zhang, Yue; Zong, Zhe - In: International review of financial analysis 86 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014248327
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Barra risk model based idiosyncratic momentum for the Chinese equity market
Lu, Sean; Lu, Cindy - In: Multinational finance journal 24 (2020) 1/2, pp. 1-37
Persistent link: https://www.econbiz.de/10012590992
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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 - 2021
This paper focuses on the horse race of weekly idiosyncratic momentum (IMOM) with respect to various idiosyncratic risk … idiosyncratic risk metrics. Further, we perform a comparative study on the performance of the IMOM portfolios with respect to … various risk metrics. At last, we explore the possible explanations to the IMOM as well as risk-based IMOM portfolios. We find …
Persistent link: https://www.econbiz.de/10013225739
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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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Corporate social responsibility performance communication and portfolio management
Rashid Ameer; Othman, Radiah - In: Managerial finance 43 (2017) 5, pp. 595-613
Persistent link: https://www.econbiz.de/10011714955