Proceedings of the 2022 International Conference on Social Sciences and Humanities and Arts (SSHA 2022)

Analysis of China’s A-shares Based on Industry Rotation Strategy

Authors
ZhanTuo Xing1
1Accounting major, Universidade de Macau
*Corresponding author. Email: bb90613@umac.mo
Corresponding Author
ZhanTuo Xing
Available Online 8 April 2022.
DOI
10.2991/assehr.k.220401.033How to use a DOI?
Keywords
stock market; industry rotation; reversal trading; momentum trading
Abstract

Industry rotation is a common phenomenon in the stock market. Through the idea of momentum and reversal trading, this paper uses the CSI 300 industry index to empirically test the industry rotation phenomenon of China’s A-share market. The results of the trading test reflect that the industry momentum phenomenon of my country’s A-share market is quite evident in the daily and monthly time intervals. In contrast, in the weekly time interval, it is a periodic industry rotation and momentum phenomenon. To a certain extent, the research results confirm the short-term and particularity of the industry rotation phenomenon in my country’s A-share market. In addition, it also has specific reference significance for investors’ investment practice.

Copyright
© 2022 The Authors. Published by Atlantis Press SARL.
Open Access
This is an open access article distributed under the CC BY-NC 4.0 license.

Download article (PDF)

Volume Title
Proceedings of the 2022 International Conference on Social Sciences and Humanities and Arts (SSHA 2022)
Series
Advances in Social Science, Education and Humanities Research
Publication Date
8 April 2022
ISBN
978-94-6239-560-2
ISSN
2352-5398
DOI
10.2991/assehr.k.220401.033How to use a DOI?
Copyright
© 2022 The Authors. Published by Atlantis Press SARL.
Open Access
This is an open access article distributed under the CC BY-NC 4.0 license.

Cite this article

TY  - CONF
AU  - ZhanTuo Xing
PY  - 2022
DA  - 2022/04/08
TI  - Analysis of China’s A-shares Based on Industry Rotation Strategy
BT  - Proceedings of the 2022 International Conference on Social Sciences and Humanities and Arts (SSHA 2022)
PB  - Atlantis Press
SP  - 159
EP  - 162
SN  - 2352-5398
UR  - https://doi.org/10.2991/assehr.k.220401.033
DO  - 10.2991/assehr.k.220401.033
ID  - Xing2022
ER  -