The role of education attention on high-tech markets in an emerging economy: Evidence from QQR and NCQ techniques
W Gao, H Zhang - Technological Forecasting and Social Change, 2024 - Elsevier
This study employs quantile-on-quantile regression (QQR) and nonparametric causality-in-
quantile (NCQ) methods to investigate the asymmetric impact and predictability of education …
quantile (NCQ) methods to investigate the asymmetric impact and predictability of education …
A four-factor model based on factor momentum
M Cui, D Li - Pacific-Basin Finance Journal, 2024 - Elsevier
By focusing on the momentum effect in China, we introduce a novel four-factor model
grounded by factor momentum. We address this by progressively exploring three key …
grounded by factor momentum. We address this by progressively exploring three key …
Momentum effect and contrarian effect in China's A-share market, under registration-based system
W Huang, F Zhou, C Yu, Y Hu, H Zhang, Y Xu - Pacific-Basin Finance …, 2023 - Elsevier
This study examines two questions: first, the existence of momentum and contrarian effects
on the growth enterprises market (GEM), since the implementation of the registration-based …
on the growth enterprises market (GEM), since the implementation of the registration-based …
Market frictions and momentum premium: does stock mispricing matter? Evidence from China
This study examines if both market frictions and stock mispricing provide better explanation
of the momentum premium, compared to the conventional asset pricing models. Using a …
of the momentum premium, compared to the conventional asset pricing models. Using a …