Testing international momentum strategies between Chinese and Australian financial markets
Year of publication: |
2014
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Authors: | Abraham, Santosh Mon |
Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 5.2014, 1, p. 1-10
|
Subject: | momentum strategies | statistical arbitrage | efficient markets | Australien | Australia | China | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Anlageverhalten | Behavioural finance | Arbitrage | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Aktienmarkt | Stock market |
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