University of Macau
in Total Papers Downloads
Fama-French, four-factor model, momentum, up and down markets, seasonality
Technical trading rules, Variable Moving Average, Fixed Moving Average
Fama and French; four-factor model; risk premium; seasonality
blockholding, equity offerings, financial constraints, agency problems, cash flow sensitivity of cash
liquidity, turnover ratio, asset pricing, Hong Kong stock market, factor model
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.203 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you