---
title: FourFactor Model Based on Factor Momentum
url: https://www.ml-quant.com/papers/repec/eee-pacfin-v-87-y-2024-i-c-s0927538x24002634/
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:pacfin:v:87:y:2024:i:c:s0927538x24002634
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0927538X24002634%3Bh%3Drepec%3Aeee%3Apacfin%3Av%3A87%3Ay%3A2024%3Ai%3Ac%3As0927538x24002634
featured: 2024-10-17
citations: unknown
topic: Asset Pricing & Factors
---


# FourFactor Model Based on Factor Momentum

A new four-factor model based on momentum effect in China outperforms traditional models, explaining stock, industry, and regional momentum.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0927538X24002634%3Bh%3Drepec%3Aeee%3Apacfin%3Av%3A87%3Ay%3A2024%3Ai%3Ac%3As0927538x24002634
- Identifier: RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002634
- Released: 2024-10-17
- First featured: Quant Letter No. 70 (2024-10-17): https://www.ml-quant.com/issues/2024-10-17/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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