Momentum effect and market conditions: Evidence from Chinese real estate stocks
JS Lee, CT Kuo - Chinese Economy, 2010 - Taylor & Francis
The difference in firm-level momentum effects is investigated under bullish and bearish
market conditions for Chinese real estate stocks, using panel data with a least-squares …
market conditions for Chinese real estate stocks, using panel data with a least-squares …
Sources of momentum returns: A decomposition of the explained and the unexplained risk factors
SM Sarwar - Frontiers in Finance and Economics, 2014 - papers.ssrn.com
In this paper, I examine the sources of momentum returns and uncover a list of intriguing
features. I find that when the momentum returns are decomposed the contributions of the …
features. I find that when the momentum returns are decomposed the contributions of the …