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2. On Chinese stock markets: How have they evolved over time?. (2018). Giménez-Gómez, José-Manuel ; Cano-Berlanga, Sebastian ; Gimenez-Gomez, Jose-Manuel.
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34. Are momentum and contrarian effects related? Evidence from the Chinese stock market. (2014). Hooy, Chee-Wooi ; Anusakumar, Shangkari V ; Ali, Ruhani.
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36. Weekly momentum by return interval ranking. (2013). Tang, YA ; Pan, LI ; Xu, Jianguo.
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39. The momentum effect on Chinese real estate stocks: Evidence from firm performance levels. (2012). Lee, Liang-Chien ; Huang, Gow-Liang ; Kuo, Chin-Tai.
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44. The profitability of regression-based trading rules for the Shanghai stock market. (2008). Wu, Yanrui ; Groenewold, Nicolaas ; Kan Tang, Sam Hak, .
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46. Extreme volumes and expected stock returns: Evidence from Chinas stock market. (2004). Wang, Changyun ; Cheng, Nam Sang.
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48. Is idiosyncratic volatility priced?: Evidence from the Shanghai Stock Exchange. (2004). Drew, Michael ; Naughton, Tony ; Veeraraghavan, Madhu.
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49. Short-term contrarian investing--is it profitable? ... Yes and No. (2003). faff, robert ; Kalev, Petko S. ; Chan, Howard ; Lee, Darren D..
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50. A retrospective evaluation of the Pacific-Basin Finance Journal: 1993-2002. (2002). Karolyi, G. ; Rhee, S. G. ; Chan, K..
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    RePEc:eee:pacfin:v:10:y:2002:i:5:p:497-516.

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