Momentum, Idiosyncratic Volatility and Market Dynamics: Evidence from China
Author(s) -
Muhammad A. Cheema,
Gilbert V. Nartea
Publication year - 2017
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3032144
Subject(s) - volatility (finance) , economics , momentum (technical analysis) , financial economics , china , econometrics , monetary economics , geography , archaeology
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