---
title: Belief-Based Momentum Indicator and Volatility Predictability in China's Equity Market
url: https://www.ml-quant.com/papers/repec/eee-intfin-v-88-y-2023-i-c-s1042443123001245/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001245
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1042443123001245%3Bh%3Drepec%3Aeee%3Aintfin%3Av%3A88%3Ay%3A2023%3Ai%3Ac%3As1042443123001245
featured: 2023-11-08
citations: unknown
topic: Derivatives & Volatility
---


# Belief-Based Momentum Indicator and Volatility Predictability in China's Equity Market

Research shows a belief-based momentum indicator can predict equity market volatility in China, with the HAR-LCPR model being the most effective.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1042443123001245%3Bh%3Drepec%3Aeee%3Aintfin%3Av%3A88%3Ay%3A2023%3Ai%3Ac%3As1042443123001245
- Identifier: RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001245
- Released: 2023-11-08
- First featured: Quant Letter No. 25 (2023-11-08): https://www.ml-quant.com/issues/2023-11-08/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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