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Jun Du
Peking University - Guanghua School of Management
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Peking University - Guanghua School of Management
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Nominal Prices, Retail Investor Participation, and Return Momentum
Management Science, forthcoming
Number of pages: 80
Posted: 29 Jul 2022
Last Revised: 22 Sep 2024
Jun Du,
Dashan Huang
,
Yu-Jane Liu
,
Yushui Shi
,
Avanidhar Subrahmanyam
and
Huacheng Zhang
Peking University - Guanghua School of Management, Singapore Management University - Lee Kong Chian School of Business, Peking University - Guanghua School of Management, Monash University - Department of Banking and Finance, University of California, Los Angeles (UCLA) - Finance Area and University of Edinburgh Business School
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Abstract:
Momentum, Retail investors, Nominal stock prices
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