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Peng Sun
Shanghai University of Finance and Economics
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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1.
Are Trend Factor in China? Evidence from Investment Horizon Information
Number of pages: 71
Posted: 25 Aug 2023
Jiangyuan Li
,
Chang Liu
,
Chenye Liu
and Peng Sun
Shanghai University of Finance and Economics, Shanghai University of Finance and Economics, Shanghai University of Finance and Economics and Shanghai University of Finance and Economics
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Abstract:
Trends, Moving averages, Lagged returns, Predictability, Chinese Stock Market
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