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Can factor momentum beat momentum factor? : evidence from China

Ouyang, Ruolan; Zhang, Kun; Zhang, Xuan; Zhu, Dongming - In: Finance research letters 62 (2024) 1, pp. 1-12

While existing studies have not detected a significant standard momentum in the A-share market, recent literature has documented several modified momentum factors. Echoing the findings of Ehsani and Linnainmaa (2022), our study identifies strong factor momentum in the A-share market. Factor...

Persistent link: https://www.econbiz.de/10014530711

Do investors prefer multiple small bad news events or a single big one? : evidence from the Chinese stock market

Jiang, Ping; Wang, Xinyi; Yuan, Bozong; Zhao, Lu - In: Finance research letters 62 (2024) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014530823

Do investors herd under global crises? : a comparative study between Chinese and the United States stock markets

Xing, Shuo; Cheng, Tingting; Sun, Shuanglin - In: Finance research letters 62 (2024) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014530861