An anatomy of trading strategies: Evidence from china

Emerging Markets Finance and Trade

Volumn 46, Issue 2, 2010, Pages 66-79

  Zhou, Haigang ^a   Geppert, John ^b   Kong, Dongmin ^c  

^a CLEVELAND STATE UNIVERSITY   (United States)

^b UNIVERSITY OF NEBRASKA LINCOLN   (United States)

^c HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

Autocorrelation; Contrarian; Cross section; Momentum; Time series

Indexed keywords

EID: 77950624110     PISSN: 1540496X     EISSN: None     Source Type: Journal    
DOI: 10.2753/REE1540-496X460205     Document Type: Article

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