A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis

Ruanmin Cao, Lajos Horvath, Zhenya Liu and Yuqian Zhao
Additional contact information
Zhenya Liu: CERGAM - Centre d'Études et de Recherche en Gestion d'Aix-Marseille - AMU - Aix Marseille Université - UTLN - Université de Toulon

Post-Print from HAL

Date: 2020-01
Note: View the original document on HAL open archive server: https://hal.science/hal-03511284v1
References: Add references at CitEc
Citations: View citations in EconPapers (5)

Published in Review of Quantitative Finance and Accounting, 2020, 54 (1), pp.335-358. ⟨10.1007/s11156-019-00791-x⟩

Downloads: (external link)
https://hal.science/hal-03511284v1/document (application/pdf)

Related works:
Journal Article: A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis (2020)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03511284

DOI: 10.1007/s11156-019-00791-x

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().