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Barra Risk Model Based Idiosyncratic Momentum for the Chinese Equity Market

Sean Lu & Cindy Lu

Multinational Finance Journal2020article
AJG 1ABDC B
Weight
0.26

What the paper says

No abstract available.

Cite this paper

@article{sean2020,
  title        = {{Barra Risk Model Based Idiosyncratic Momentum for the Chinese Equity Market}},
  author       = {Sean Lu & Cindy Lu},
  journal      = {Multinational Finance Journal},
  year         = {2020},
}

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Barra Risk Model Based Idiosyncratic Momentum for the Chinese Equity Market

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Evidence weight

0.26

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.00 × 0.4 = 0.00
M · momentum0.20 × 0.15 = 0.03
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.