Beta momentum strategy after extreme market movements
X Zhao, M Li, L Liu - Investment Management & Financial Innovations, 2018 - ceeol.com
The authors adopt an event study method and empirically investigate the performance of a
beta momentum strategy (long in past winners of small beta and short in past losers of large …
beta momentum strategy (long in past winners of small beta and short in past losers of large …
Do Implicit Phenomena Matter? Evidence from China Stock Index Futures
Abstract The CSI 300 Futures Index (CSI300F) rises (falls) implicitly in five consecutive
minutes; this rise (fall) is defined as the implicit rising (falling) phenomena in this article …
minutes; this rise (fall) is defined as the implicit rising (falling) phenomena in this article …
[HTML][HTML] Comparative study of winner and loser stock portfolios' performance in the Manufacturing sector of Indonesia stock Exchange
DNPG Kusuma, WNL Putu - Russian Journal of Agricultural and …, 2018 - cyberleninka.ru
The purpose of this study is to compare the performance of the winner and loser stock
shares portfolio in the Manufacturing Sector on the IDX. Data collection method in this study …
shares portfolio in the Manufacturing Sector on the IDX. Data collection method in this study …