Hyuna Ham

December & Company

NC Tower I, 15th Floor, 509, Teheran-ro

Seoul, 06169

Korea, Republic of (South Korea)

  • December & Company

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Time-Series Momentum in the Chinese Commodity Futures Market

Number of pages: 29 Posted: 17 Jan 2019
Hoon Cho, Hyuna Ham, Hyeongjun Kim and Doojin Ryu
Korea Advanced Institute of Science and Technology (KAIST), December & Company, Korea Asset Management Corporation and Sungkyunkwan University
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China, Commodity, Futures, Momentum, Time-Series