Intraday momentum and reversal in Chinese stock market
Year of publication: |
2019
|
---|---|
Authors: | Chu, Xiaojun ; Gu, Zherong ; Zhou, Haigang |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 30.2019, p. 83-88
|
Subject: | Intraday returns predictability | Trading costs | Noise trading | China | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Noise Trading | Wertpapierhandel | Securities trading | Kapitaleinkommen | Capital income | Schätzung | Estimation | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Transaktionskosten | Transaction costs |
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