Profitability of reversal strategies : a modified version of the Carhart model in China
Wei Zhang, Guanying Wang, Xingchun Wang, Xiong Xiong, Xuan Lei
| Year of publication: |
2018
|
|---|---|
| Authors: | Zhang, Wei ; Wang, Guanying ; Wang, Xingchun ; Xiong, Xiong ; Lei, Xuan |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 69.2018, p. 26-37
|
| Subject: | Asset pricing | CAPM | Carhart four-factor model | Fama-French model | Reversal effect | China | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.09.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012016080