DocumentCode
2141627
Title
An Empirical Research on the Momentum Effect in China Stock Market during the Financial Crisis
Author
Sun, Tongtong ; Jiang, Jijiao ; Zhong, Xiaguo
Author_Institution
Sch. of Manage., Northwestern Polytech. Univ., Xi´´an, China
fYear
2010
fDate
24-26 Aug. 2010
Firstpage
1
Lastpage
3
Abstract
Based on the established methodology, this study investigates the momentum effect of China stock market. The data from 2005 to 2008 is used, covering the period of the America financial crisis. The empirical results show that momentum effect exists in China Stock Market, but not significant during the financial crisis.
Keywords
momentum; stock markets; China stock market; empirical research; financial crisis; momentum effect; Finance; Government; Investments; Portfolios; Profitability; Stock markets;
fLanguage
English
Publisher
ieee
Conference_Titel
Management and Service Science (MASS), 2010 International Conference on
Conference_Location
Wuhan
Print_ISBN
978-1-4244-5325-2
Electronic_ISBN
978-1-4244-5326-9
Type
conf
DOI
10.1109/ICMSS.2010.5575889
Filename
5575889
Link To Document