Factor Timing:  Evidence from Hong Kong Stock Market

Additional Metadata
Keywords	Factor Investing, Asset Pricing, Factor Timing, Hong Kong, Momentum, Value Spread, Contrarian
Thesis Advisor	Cosemans, Mathijs, Krüger, Samed
Persistent URL	hdl.handle.net/2105/69134
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Cheng, Ting Hei. (2023, June 20). Factor Timing: Evidence from Hong Kong Stock Market. Finance & Investments. Retrieved from http://hdl.handle.net/2105/69134

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