Contrarian and momentum strategies in the China stock market: 1993-2000

Pacific Basin Finance Journal

Volumn 10, Issue 3, 2002, Pages 243-265

  Kang, Joseph ^a   Liu, Ming Hua ^a   Ni, Sophie Xiaoyan ^b  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

^b UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

China stock market; Common factor; Firm specific information; Measurement error; Momentum and contrarian profits and their sources; Overreaction and underreaction; Size related lead lag structure; Time varying market risk

Indexed keywords

EID: 0036106308     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-538X(02)00046-X     Document Type: Article

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