Equity Strategy
Using data on stock trading, financial statements, and analyst forecasts from 2000 to 2018, Hou, Qiao,and Zhang(2019)construct 426 anomalies in China’s A-share stock market.
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Basic Index
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Index Series
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Rebalance Frequency
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Weighting Scheme
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Risk Adjustment
| Index name | No. of Constituents | Selection | Weighting | 3 Month Return（%） | Last Year Return（%） |
|---|---|---|---|---|---|
| Strategy1 | 32 | 等权加权 |
- Detailed Results can be seen in the working paper: Kewei Hou, Fang Qiao, and Xiaoyan Zhang(2019), Finding Anomalies in China.
- Please contact us through xinyuanfintech@pbcsf.tsinghua.edu.cn for more information
