Momentum returns, market states, and market dynamics: Is China different?-Reference-Cited by-同舟云学术

Momentum returns, market states, and market dynamics: Is China different?

Published:2017-07 Issue: Volume:50 Page:85-97
ISSN:1059-0560
Container-title:International Review of Economics & Finance
language:en
Short-container-title:International Review of Economics & Finance

Author:

Cheema Muhammad A.,Nartea Gilbert V.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference39 articles.

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4. Chen, C., Hu, X., Shao, Y., and Wang, J. (2015). Fama-French in China: Size and Value Factors in Chinese Stock Returns. University of Hong Kong Working Paper.

5. Chen, G.-M., Kim, K.A., Nofsinger, J.R., and Rui, O.M. (2004). Behavior and performance of emerging market investors: Evidence from China. Unpublished Washington State University Working paper (January).

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