An Anecdote of Investor Anxiety and Momentum in China
We show the effect of investor anxiety on momentum in the Chinese stock market. In this market dominated by retail investors, we examine the momentum profits in 900 types of daily testing periods. We find prevalent price reversals in the long formation and holding periods in the Chinese A-share mark...
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| Hoofdauteurs: | , , , |
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| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
Wiley
2020-01-01
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| Reeks: | Complexity |
| Online toegang: | http://dx.doi.org/10.1155/2020/6564731 |
| Tags: |
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