Yang Liu

Tsinghua University - School of Economics & Management

Beijing

China

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Trend Factor in China

Number of pages: 39 Posted: 13 Jun 2019 Last Revised: 19 Feb 2020
Yang Liu, Guofu Zhou and Yingzi Zhu
Tsinghua University - School of Economics & Management, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
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Abstract:

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China Stocks, Trends, Predictability, Factor Model, Anomalies