Naughton, Tony; Truong, Cameron; Veeraraghavan, Madhu - In: Pacific-Basin Finance Journal 16 (2008) 4, pp. 476-492
This paper investigates the profitability of momentum investment strategies for equities listed in the Shanghai Stock Exchange. We also investigate the role of trading volume to examine whether there is any relationship between stock returns and past trading volume for Chinese equities. We find...