@article{9ee2dd71533b48cca3133d0c8a722fe6,
title = "Momentum or contrarian trading strategy: Which one works better in the Chinese stock market",
author = "Lin Yu and Hung-Gay Fung and Leung, {Wai Kin}",
note = "This study investigates short-horizon momentum-reversal patterns in Chinese stock markets since 2010, when investors were first permitted to engage in short sales of stocks. We use weekly returns of winner-minus-loser portfolios for stocks on the Shanghai Stock Exchange (SSE), the Shenzhen Stock Exchange (SZSE), and the SZSE Growth Enterprise Market (GEM) to examine the profitability of the trading strategy.",
year = "2019",
month = jul,
day = "1",
doi = "10.1016/J.IREF.2019.03.006",
language = "American English",
volume = "62",
journal = "International Review of Economics & Finance",
}