Comomentum in China : Inferring arbitrage activity from return correlation
Tian Yue, Jiexiang Huang, Xinfeng Ruan
| Year of publication: |
2024
|
|---|---|
| Authors: | Yue, Tian ; Huang, Jiexiang ; Ruan, Xinfeng |
| Subject: | Arbitrage activity | Comomentum | Momentum return | Arbitrage | China | Kapitalmarktrendite | Capital market returns | Kapitaleinkommen | Capital income | Korrelation | Correlation | Aktienmarkt | Stock market | Momentenmethode | Method of moments |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2024.102351 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014576138