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Momentum strategies and stock returns: Chinese evidence · Study

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ArticleMomentum strategies and stock returns: Chinese evidence

Tony Naughton2007

Article2007

Momentum strategies and stock returns: Chinese evidence

Tony Naughton · Cameron Truong · Madhu Veeraraghavan

100 citations·0/0 files stored·Pacific-Basin Finance Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stock Market Forecasting Methods

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References

1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1985Does the Stock Market Overreact?1996Multifactor Explanations of Asset Pricing Anomalies 1991Efficient Capital Markets: II 1994Contrarian Investment, Extrapolation, and Risk 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 1995Size and Book-to-Market Factors in Earnings and Returns 1987Further Evidence On Investor Overreaction and Stock Market Seasonality

Cited by

2022The Chinese warrants bubble 2011Post-earnings announcement abnormal return in the Chinese equity market 2021Anomalies in the China A-share market 2017Anomalies in Chinese A-Shares 2012Weekly momentum by return interval ranking 2019Momentum or contrarian trading strategy: Which one works better in the Chinese stock market

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Details

Year2007

Typearticle

Published2007-11-26

VenuePacific-Basin Finance Journal

ISSN-L0927-538X

Languageen

Citations100

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.pacfin.2007.10.001

openalex_workW2062834208

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2018

Twenty Years of Accounting and Finance Research on the Chinese Capital Market

2020Momentum investing: a systematic literature review and bibliometric analysis