Barra risk model based idiosyncratic momentum for the Chinese equity market

Lu, Sean; Lu, Cindy

Please use this identifier to cite or link to this item: https://hdl.handle.net/11159/5527

Title:

Barra risk model based idiosyncratic momentum for the Chinese equity market

Journal:

Multinational finance journal

Authors:

Lu, Sean
Lu, Cindy

e-ISSN:

1096-1879

Document Type:

Article

Year of Publication:

2019

Open Content License:

Original URL:

http://www.mfsociety.org/modules/modDashboard/uploadFiles/journals/MJ~0~p1e5ukb87jckffrsgmslfr1mh24.pdf

Language:

English (eng)

Citation:

Lu, Sean/Lu, Cindy (2019). Barra risk model based idiosyncratic momentum for the Chinese equity market. In: Multinational finance journal 24 (1/2), S. 1 - 37.
http://www.mfsociety.org/modules/modDashboard/uploadFiles/journals/MJ~0~p1e5ukb87jckffrsgmslfr1mh24.pdf.

Appears in Collections:

Multinational finance journal

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