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~person:"Sornette, Didier"
~person:"Zhou, Wei-Xing"
~subject:"Behavioural finance"
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Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics : Evidence from the Chinese stock market
Shi, Huai-Long
;
Zhou, Wei-Xing
-
2021
portfolios exhibit a better explanatory
power
to the IMOM portfolios with respect to other risk metrics; 4) finally, higher …
Persistent link: https://www.econbiz.de/10013225739
Saved in:
2
Investment strategies used as spectroscopy of financial markets reveal new stylized facts
Zhou, Wei-Xing
;
Mu, Guo-Hua
;
Chen, Wei
;
Sornette, Didier
-
2011
quantitative
power
laws with non-trivial exponents, that quantify the deterioration of performance with frequency and with holding …
Persistent link: https://www.econbiz.de/10009273136
Saved in:
3
Diagnosis and prediction of market rebounds in financial markets
Yan, Wanfeng
;
Woodard, Ryan
;
Sornette, Didier
-
2010
by showing that it has significant predictive
power
in identifying the times of major market rebounds. This result is …
Persistent link: https://www.econbiz.de/10003979508
Saved in:
4
The acceleration effect and gamma factor in asset pricing
Ardila, Diego
;
Forró, Zalán
;
Sornette, Didier
-
2015
returns, provide better performance and higher explanatory
power
than momentum. The corresponding Γ-factor explains the …
Persistent link: https://www.econbiz.de/10011411974
Saved in:
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