News-Linked Momentum in China

Log in to collect

Academic paper

News Link and Predictable Returns

AuthorsHuaixin Wang

Institute
  • University of Macau
  • Tsinghua University
  • Tsinghua University - PBC School of Finance
  • University of Macau - Faculty of Business Administration

This strategy is gated

A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.