Investor heterogeneity and momentum-based trading strategies in China
Year of publication: |
2021
|
---|---|
Authors: | Gao, Ya ; Han, Xing ; Li, Youwei ; Xiong, Xiong |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 74.2021, p. 1-18
|
Subject: | Intraday return | Investor heterogeneity | Momentum | Overnight return | China | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Institutioneller Investor | Institutional investor |
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