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On the Reason for “Weak Monthly Momentum Effect” in the Chinese Stock Market: Evidence from T+1 Overnight Discount
Bai Haorui, Wu Huihang, Ke Yan
First published at: Apr 01, 2020
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doi:10.16538/j.cnki.jfe.2020.04.010
Journal of Finance and Economics, Vol. 46, Issue 04, pp. 140 - 154
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