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Daily Momentum in Chinese Equities

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Academic paper

Daily Momentum and New Investors in an Emerging Stock Market

AuthorsZhenyu Gao; Wenxi Jiang; Wei Xiong

Institute
  • Chinese University of Hong Kong
  • The Chinese University of Hong Kong (CUHK) - CUHK Business School
  • Yale University
  • CUHK Business School, The Chinese University of Hong Kong
  • Shenzhen Stock Exchange
  • National Bureau of Economic Research
  • Princeton University
  • National Bureau of Economic Research (NBER)
  • Princeton University - Department of Economics

Paper linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=4527729

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