FourFactor Model Based on Factor Momentum
A new four-factor model based on momentum effect in China outperforms traditional models, explaining stock, industry, and regional momentum.
Featured in No. 70 on 17 Oct 2024 · on release day
- Released
- 17 Oct 2024
- First featured
- No. 70 · 17 Oct 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 11
- Identifier
- RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002634
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