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Momentum or contrarian trading strategy: Which one works better in the Chinese stock market

Citations

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Cited by:

  1. Wen, Fenghua & Zou, Qian & Wang, Xiong, 2021. "The contrarian strategy of institutional investors in Chinese stock market," Finance Research Letters, Elsevier, vol. 41(C).
  2. Zhang, Zhehao & Xing, Ruina & Liu, Jiajun & Shao, Yifei, 2023. "Correlation-based investment strategies: A comparison between Chinese and US stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
  3. Day, Min-Yuh & Ni, Yensen, 2023. "The profitability of seasonal trading timing: Insights from energy-related markets," Energy Economics, Elsevier, vol. 128(C).
  4. Ni, Xiaoran & Xu, Hongmei, 2023. "Are short selling threats beneficial to creditors? Insights from corporate default risk," Pacific-Basin Finance Journal, Elsevier, vol. 81(C).
  5. Day, Min-Yuh & Ni, Yensen, 2023. "Be greedy when others are fearful: Evidence from a two-decade assessment of the NDX 100 and S&P 500 indexes," International Review of Financial Analysis, Elsevier, vol. 90(C).
  6. Iwao Maeda & David deGraw & Michiharu Kitano & Hiroyasu Matsushima & Kiyoshi Izumi & Hiroki Sakaji & Atsuo Kato, 2020. "Latent Segmentation of Stock Trading Strategies Using Multi-Modal Imitation Learning," JRFM, MDPI, vol. 13(11), pages 1-12, October.
  7. Zhou, Minna & Liu, Yongjun, 2024. "Dynamic consumption and portfolio choice considering information learning and stochastic interest rate," Finance Research Letters, Elsevier, vol. 65(C).
  8. Ali Fayyaz Munir & Shahrin Saaid Shaharuddin & Mohd Edil Abd Sukor & Mohamed Albaity & Izlin Ismail, 2021. "Financial liberalization and the behavior of reversals in emerging market economies," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 17(6), pages 1565-1582, January.
  9. Tan, Xue & Yu, Lin & Fung, Hung-Gay, 2022. "Firms with short-termism: Evidence from expatriate controlling shareholders," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
  10. Koziol, Christian & Proelss, Juliane, 2021. "An explanation for momentum with a rational model under symmetric information – Evidence from cross country equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 70(C).
  11. Ramzi Boussaidi & Majed Ibrahim AlSaggaf, 2024. "Post-Earnings Announcement Drift, Momentum, and Contrarian Strategies in the Saudi Stock Market: Risk Explanation vs. Behavioral Explanation," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(3), pages 13622-13653, September.
  12. Ahmed Imran Hunjra & Tahar Tayachi & Rashid Mehmood & Sidra Malik & Zoya Malik, 2020. "Impact of Credit Risk on Momentum and Contrarian Strategies: Evidence from South Asian Markets," Risks, MDPI, vol. 8(2), pages 1-14, April.
  13. Li, Yihan, 2024. "Trading on trends: How the ordering of historical volume predicts Chinese stock returns?," International Review of Financial Analysis, Elsevier, vol. 95(PC).
  14. Zijia Du & Alan Guoming Huang & Russ Wermers & Wenfeng Wu, 2022. "Language and Domain Specificity: A Chinese Financial Sentiment Dictionary [The effects of analyst-country institutions on biased research: Evidence from target prices]," Review of Finance, European Finance Association, vol. 26(3), pages 673-719.
  15. Neszveda, Gábor & Till, Gábor & Timár, Barnabás & Varga, Marcell, 2022. "Is short-term reversal driven by liquidity provision in emerging markets? Evidence from China," Finance Research Letters, Elsevier, vol. 50(C).
  16. Lin, Hung-Wen & Huang, Jing-Bo & Lin, Kun-Ben & Zhang, Joyce & Chen, Shu-Heng, 2020. "Which is the better fourth factor in China? Reversal or turnover?," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
  17. Ali Fayyaz Munir & Shahrin Saaid Shaharuddin & Mohd Edil Abd. Sukor, 2020. "Long-Term, Short-Term and Time-Varying Profitability of Reversals: The Role of Market State and Volatility," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 501-520.
  18. Mehdi Zolfaghari & Bahram Sahabi, 2021. "The impact of oil price and exchange rate on momentum strategy profits in stock market: evidence from oil-rich developing countries," Review of Managerial Science, Springer, vol. 15(7), pages 1981-2023, October.
  19. Lulin Zhou & Maxwell O. Antwi & Henry A. Antwi & Ama Boafo‐Arthur & Tehzeeb Mustafa, 2020. "Endangering China's environmental health security goals through negative environmental investor behaviours," International Journal of Health Planning and Management, Wiley Blackwell, vol. 35(6), pages 1398-1411, November.
  20. Xiong, Haifang & Yang, Gaofei & Wang, Zhiqiang, 2022. "Factor portfolio and target volatility management: An analysis of portfolio performance in the U.S. and China," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 493-517.
  21. Qian, Binsheng & Poshakwale, Sunil & Tan, Yusen, 2024. "‘E’ of ESG and firm performance: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 96(PB).
  22. Wei Liu & Yoshihisa Suzuki, 2024. "Stock liquidity, financial constraints, and innovation in Chinese SMEs," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-43, December.
  23. Min-Yuh Day & Yensen Ni & Chinning Hsu & Paoyu Huang, 2022. "Do Investment Strategies Matter for Trading Global Clean Energy and Global Energy ETFs?," Energies, MDPI, vol. 15(9), pages 1-15, May.
  24. Ali Fayyaz Munir & Mohd Edil Abd. Sukor & Shahrin Saaid Shaharuddin, 2022. "Adaptive Market Hypothesis and Time-varying Contrarian Effect: Evidence From Emerging Stock Markets of South Asia," SAGE Open, , vol. 12(1), pages 21582440211, January.
  25. Rong, Yuen & Tian, Cunzhi & Li, Lifang & Zheng, Xinwei, 2020. "Does asset redeployability affect corporate investment and equity value?," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 479-492.
  26. Yang, Jinyu & Dong, Dayong & Cao, Jiawei, 2024. "Seemingly manipulated anomaly: Evidence from corporate site visits," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
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