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Salience in beta anomaly
Li, Xiaofang; Li, Daye; Yi, Kefu; Men, Ming - In: Applied economics 55 (2023) 55, pp. 6479-6503
Persistent link: https://www.econbiz.de/10014382184
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Size effect in China
Li, Tianyang; Li, Daye; Men, Ming - In: Applied economics 53 (2021) 37, pp. 4358-4370
Persistent link: https://www.econbiz.de/10012609760
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How time horizons and arbitrage cost influence the turnover premium?
Li, Daye; Zhang, Xinmin - In: Applied economics 51 (2019) 44, pp. 4833-4848
Persistent link: https://www.econbiz.de/10012197119
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How the heterogeneity in investment horizons affects market trends
Li, Daye; Li, Rongrong; Sun, Qiankun - In: Applied economics 49 (2017) 15, pp. 1473-1482
Persistent link: https://www.econbiz.de/10011813610