Daily Momentum and New Investors in an Emerging Stock Market
收藏NBER2023-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w31839
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资源简介：
Despite the dominance of retail investors in the Chinese stock market, theres a conspicuous absence of price momentum in weekly and monthly returns. This study uncovers the presence of price momentum in daily returns and, through a systematic analysis of trading heterogeneity among investors, links
提供机构：
美国国家经济研究局
创建时间：
2023-11-01
