Factor Timing in the Chinese Stock Market
Research shows that predicting returns of the reversal factor's long-short portfolio can yield significant returns in the Chinese stock market.
Featured in No. 20 on 12 Oct 2023 · 12 days after release · 0 citations today
- Released
- 30 Sep 2023
- First featured
- No. 20 · 12 Oct 2023
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- SSRN 4598129
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