Idiosyncratic momentum and the cross‐section of stock returns: Further evidence
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DOI: 10.1111/eufm.12247
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- Shi, Huai-Long & Zhou, Wei-Xing, 2021.
"Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market,"
The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Huai-Long Shi & Wei-Xing Zhou, 2019. "Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market," Papers 1910.13115, arXiv.org, revised Oct 2022.
- Simarjeet Singh & Nidhi Walia & Sivagandhi Saravanan & Preeti Jain & Avtar Singh & Jinesh jain, 2021. "Mapping the scientific research on alternative momentum investing: a bibliometric analysis," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 38(4), pages 619-636, April.
- Lin, Qi, 2021. "The q5 model and its consistency with the intertemporal CAPM," Journal of Banking & Finance, Elsevier, vol. 127(C).
- Lin, Qi, 2022. "Understanding idiosyncratic momentum in the Chinese stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
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