Does Momentum and Contrarian Returns Come From Overnight Returns? - Empirical Research Based on Chinese Stock Markets
Author(s)
Zhang, Qianyun
Type
Dissertation
Version
Imperial Users only
Date Issued
2017
Date Awarded
2017
Creator
Zhang, Qianyun
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
Masters
Course Name
Risk Management and Financial Engineering