Title of article :
Contrarian and momentum strategies\In the China stock market: 1993–2000
Author/Authors :
Joseph Kang، نويسنده , , Ming-Hua Liu، نويسنده , , Sophie Xiaoyan Ni، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Keywords :
Momentum and contrarian profits and their sources , China Stock Market , Overreaction andunderreaction , Common factor , Size-related lead– lag structure , measurement error , Time-varying market risk , Firm-specific\Information
Journal title :
Pacific-Basin Finance Journal
Journal title :
Pacific-Basin Finance Journal