On the existence of inertial and reversal effects in China stock market of the post share structure reform

机译：论中国股权结构改革中国股市惯性和逆转效应的存在

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Contrarian and Momentum are the strongest and most puzzling asset-pricing anomalies in stock market. We investigates the performance of winner and loser portfolio in China stock market after the share structure reform in this paper. The results reveal that there is the contrarian effect only in loser portfolio; while the momentum effect is observed only in winner portfolio.

机译：逆势和势头是股票市场中最强劲，最令人费解的资产的异常。在本文股份结构改革之后，我们调查了赢家和失败者组合在中国股市中的表现。结果表明，只有在输家组合中的逆势效应;虽然仅在获胜者组合中观察到势头效果。

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《International Conference on Information Science and Engineering》|2010年||共4页
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Danmin Zhang; Minglong Yao;
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中图分类 G20-53;
关键词
contrarian effect; momentum effect; post stock structure reform;

机译：逆势效应;势头效应;股票结构改革;

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1. Study on the Extreme Risk Spillover between China and World Stock Market after China’s Share Structure Reform [J] . Liangyu Wang Journal of Financial Risk Management . 2014,第2期

机译：股权分置改革后中国与世界股票市场的极端风险溢出研究
2. Has split share structure reform improved the efficiency of the Chinese stock market? [J] . Xindan Lia Bing Zhanga* Applied Economics Letters . 2011,第11期

机译：股权分置改革是否提高了中国股市的效率？
3. Has split share structure reform improved the efficiency of the Chinese stock market? [J] . Xindan Li, Bing Zhang Applied economics letters . 2011,第10a12期

机译：股权分置改革是否提高了中国股市的效率？
4. On the existence of inertial and reversal effects in China stock market of the post share structure reform [C] . Danmin Zhang, Minglong Yao The 2nd International Conference on Information Science and Engineering . 2010

机译：股权分置改革后中国股市惯性和反转效应的存在
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机译：中国股市改革后中国与世界股市极端风险溢出研究

On the existence of inertial and reversal effects in China stock market of the post share structure reform

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