The asymmetric momentum effect in the Chinese Class A share market amid market swings
From MaRDI portal
Publication:1627678
DOI10.1007/s10690-016-9211-0zbMath1418.91643WikidataQ59476360 ScholiaQ59476360MaRDI QIDQ1627678
Publication date: 3 December 2018
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10690-016-9211-0
asymmetry; Chinese Class A share market; decomposition of momentum returns; market states; momentum effect
91G99: Actuarial science and mathematical finance