Dissecting Momentum in ChinaXin Liu, Songtao Tan, Yuchen Xu, Peixuan Yuan, Yun ZhuLast updated on Feb 20, 2025PDFRelatedSystematic Momentum: A New Class of Price PatternsA New Model for the Joint Valuation of S&P 500 and VIX Options: Specification AnalysisGranular Information and Sectoral MovementsBiased Expectations and Conditional Size EffectMomentum and Factor Momentum: A Re-examination