Is there more to asset price linkages in China than meets the eye : cross-asset momentum and the role of hybrid funds
Year of publication: |
2024
|
---|---|
Authors: | Wang, Xiaowei ; Wang, Rui ; Yichun, Zhang |
Subject: | Momentum effect | Cross-asset effect | Asset pricing | China | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | CAPM | Anlageverhalten | Behavioural finance |
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