Correlation-based investment strategies : a comparison between Chinese and US stock markets
Zhehao Zhang, Ruina Xing, Jiajun Liu, Yifei Shao
| Year of publication: |
2023
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|---|---|
| Authors: | Zhang, Zhehao ; Xing, Ruina ; Liu, Jiajun ; Shao, Yifei |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 82.2023, p. 1-20
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| Subject: | Contrarian and momentum investment strategies | Correlation coefficients | Efficient market hypothesis | Stable distributions | Volatility | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Effizienzmarkthypothese | Anlageverhalten | Behavioural finance | China | Korrelation | Correlation | Volatilität | Kapitaleinkommen | Capital income | Börsenkurs | Share price | USA | United States | Vergleich | Comparison |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2023.102167 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463514