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A note on momentum and contrarian strategies across price l..:
Chou, Pai-Lung
;
Chang, Chin-Chia
;
Lin, Jia-Jun
Journal of Information and Optimization Sciences. 32 (2011) 5 - p. 1185-1199 , 2011
Link:
https://doi.org/10.1080/02522667.2011.10700113
RT Journal T1 <Title>A note on momentum and contrarian strategies across price limit regimes: Evidence from China's A-share market</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_02522667.2011.10700113&Exemplar=1&LAN=DE A1 Chou, Pai-Lung A1 Chang, Chin-Chia A1 Lin, Jia-Jun PB Taru Publications YR 2011 SN 0252-2667 SN 2169-0103 JF Journal of Information and Optimization Sciences VO 32 IS 5 SP 1185 OP 1199 LK http://dx.doi.org/https://doi.org/10.1080/02522667.2011.10700113 DO https://doi.org/10.1080/02522667.2011.10700113 SF ELIB - SuUB Bremen
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