Comomentum in China: Inferring arbitrage activity from return correlation

Tian Yue, Jiexiang Huang*, Xinfeng Ruan

*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Fingerprint

Dive into the research topics of 'Comomentum in China: Inferring arbitrage activity from return correlation'. Together they form a unique fingerprint.

Economics, Econometrics and Finance