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Momentum and reversal strategies in Chinese commodity futures markets · Study

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ArticleMomentum and reversal strategies in Chinese commodity futures markets

Yurun Yang2018

OA

Articlegreen2018

Momentum and reversal strategies in Chinese commodity futures markets

Yurun Yang · Ahmet Göncü · Athanasios A. Pantelous

16 citations·0/0 files stored·International Review of Financial Analysis

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling 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?1988Permanent and Temporary Components of Stock Prices 2013Value and Momentum Everywhere 2010Is gold a safe haven? International evidence 2000Price Momentum and Trading Volume 2011Time Series Momentum 2006Facts and Fantasies about Commodity Futures

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2020Profitability of momentum strategies in Latin America

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Year2018

Typearticle

Published2018-10-05

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations16

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.irfa.2018.09.012

openalex_workW2769837375

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