A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis
Ruanmin Cao, Lajos Horváth, Zhenya Liu, Yuqian Zhao
| Year of publication: |
2020
|
|---|---|
| Authors: | Cao, Ruanmin ; Horváth, Lajos ; Liu, Zhenya ; Zhao, Yuqian |
| Subject: | Momentum effect | Disposition effect | Functional principal component analysis | Portfolio selection | Chinese stock market | Portfolio-Management | China | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-019-00791-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012232846