Work

Improving market timing of time series momentum in the Chinese stock market

Year: 2020

Type: article

Source: Applied Economics

DOI: 10.1080/00036846.2020.1740160

Authors: Yafeng Qin, Guoyao Pan, Min Bai

Institutions: Massey University, University of Waikato

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3010886257

FWCI: 1.204

Cites: 38

Cited by: 18

Related to: 10