A Validity Study on the Alpha Arbitrage Strategy Based on Momentum Effects——Taking the Companies in SME Stock Market as Samples

LIU Guang,FENG Rui

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Journal of Guangzhou University (Social Science Edition) ›› 2017, Vol. 16 ›› Issue (1) : 58-62.

A Validity Study on the Alpha Arbitrage Strategy Based on Momentum Effects——Taking the Companies in SME Stock Market as Samples

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