Empirical evidence shows that the majority of contrarian profits in Chinese stock market are due to overreaction while a small part is due to negative correlation of common factor in time series.
英
美
释义
实证表明,中国证券市场的反向利润绝大多数源于股票的反应过度,有少部分源自共同因素在时间序列上的负相关。
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