Work

Momentum and reversal strategies in Chinese commodity futures markets

Year: 2018

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2018.09.012

Authors: Yurun Yang, Ahmet Göncü, Athanasios A. Pantelous

Institutions: Xi’an Jiaotong-Liverpool University, Shanghai Jiao Tong University, Monash University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2769837375

FWCI: 3.63

Cites: 64

Cited by: 16

Related to: 10