Smart Beta: An Empirical Study on the Factor Momentum Effect of A-share Market

Ming GU, Zhitao XIONG, Haiqiang CHEN

China Journal of Econometrics ›› 2024, Vol. 4 ›› Issue (3) : 653-672.

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中国科学院数学与系统科学研究院期刊网
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China Journal of Econometrics ›› 2024, Vol. 4 ›› Issue (3) : 653-672. DOI: 10.12012/CJoE2024-0119

Smart Beta: An Empirical Study on the Factor Momentum Effect of A-share Market

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{{article.zuoZheEn_L}}. {{article.title_en}}. China Journal of Econometrics, 2024, 4(3): 653-672 https://doi.org/10.12012/CJoE2024-0119

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