It probably can not guarantee abnormal profit to use contrarian strategy in Shanghai stock market.
在上海股市使用反转策略，可能无法保证一定获得超额利润。
Further more, in the cross-section; I get the conclusion that the stocks with big size, stocks with low turnover and stocks with high price can earn large abnormal momentum profit.
进一步，进行横截面分析，分别按照规模、换手率、股票价格、市净率进行分析，发现大盘股、低换手率股票和高价格股票具有较大的动量净利润。
Further more, in the cross-section; I get the conclusion that the stocks with big size, stocks with low turnover and stocks with high price can earn large abnormal momentum profit.
进一步，进行横截面分析，分别按照规模、换手率、股票价格、市净率进行分析，发现大盘股、低换手率股票和高价格股票具有较大的动量净利润。
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