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中国科学院数学与系统科学研究院期刊网
ISSN 2097-2326 (Online) ISSN 2096-9732 (Print) CN 10-1738/F
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中文
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, (
3
): 653 -672 . DOI: 10.12012/CJoE2024-0119
