Does idiosyncratic risk matter to momentum profits? : evidence from China
Wei-Shun Kao, Li-Hsun Wang, Chu-Hsiung Lin and Chi-Hua Huang
| Year of publication: |
2018
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|---|---|
| Authors: | Kao, Wei-Shun ; Wang, Li-Hsun ; Lin, Chu-Hsiung ; Huang, Chi-Hua |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 17.2018, 10, p. 1259-1264
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| Subject: | Momentum Strategy | Idiosyncratic Risk | Investor Sentiment | China | Kapitaleinkommen | Capital income | Risiko | Risk | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012006820