---
title: Factor Timing in the Chinese Stock Market
url: https://www.ml-quant.com/papers/ssrn/4598129/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4598129
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4598129
featured: 2023-10-12
citations: 0
topic: Asset Pricing & Factors
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4598129
- Identifier: SSRN 4598129
- Released: 2023-09-30
- First featured: Quant Letter No. 20 (2023-10-12): https://www.ml-quant.com/issues/2023-10-12/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Asset Pricing & Factors

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