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Profitability of reversal strategies: A modified version of the Carhart model in China · Study

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ArticleProfitability of reversal strategies: A modified version of the Carhart model in China

Wei Zhang2017

Article2017

Profitability of reversal strategies: A modified version of the Carhart model in China

Wei Zhang · Guanying Wang · Xingchun Wang · Xiong Xiong · Xuan Lei

24 citations·0/0 files stored·Economic Modelling

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

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References

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 2014A five-factor asset pricing model 1996Multifactor Explanations of Asset Pricing Anomalies 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations 1989A Test of the Efficiency of a Given Portfolio 2013Value and Momentum Everywhere 2012Size, value, and momentum in international stock returns

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2022A new momentum measurement in the Chinese stock market

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Year2017

Typearticle

Published2017-09-20

VenueEconomic Modelling

ISSN-L0264-9993

Languageen

Citations24

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.econmod.2017.09.003

openalex_workW2756328858

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