The Intraday Momentum in China

Log in to collect

Academic paper

Investor Heterogeneity and Momentum-based Trading Strategies in China

AuthorsYa Gao; Xing Han; Youwei Li; Xiong Xiong

Institute
  • Tianjin University of Finance and Economics
  • Tianjin University - College of Management and Economics
  • University of Auckland
  • University of Auckland Business School
  • University of Hull
  • Hull University Business School
  • College of Management and Economics and China Center for Social Computing and Analytics

This strategy is gated

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