Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China
Authors:
- Huai-Long ShiHSHuai-Long Shi
- Huayi ChenHCHuayi Chen
- 22 January 2025
- journal article
- Published by Elsevier in Global Finance Journal
- Vol. 64
Abstract
No abstract availableFunding Information
- Humanities and Social Science Fund of Ministry of Education of the People's Republic of China (20YJC790113)
- Major Project of Philosophy and Social Science Research in Colleges and Universities of Jiangsu Province (2019SJA0156)
- Ministry of Education of the People's Republic of China
- National Natural Science Foundation of China (72203108, 71701096)
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