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
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;
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
DOI :
10.1109/ICMSS.2010.5575889
