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~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~person:"Li, Youwei"
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Volatility
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Behavioural finance
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Aufsatz in Zeitschrift
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Li, Youwei
Gupta, Rangan
8
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7
Zhang, Wei
7
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6
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DeLisle, R. Jared
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Journal of economic dynamics & control
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Management science : journal of the Institute for Operations Research and the Management Sciences
1
Research in international business and finance
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ECONIS (ZBW)
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1
What can explain momentum? : evidence from decomposition
Guo, Jiaqi
;
Li, Peng
;
Li, Youwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 6184-6218
Persistent link: https://www.econbiz.de/10013372945
Saved in:
2
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
3
Risk adjusted momentum strategies : a comparison between constant and dynamic volatility scaling approaches
Fan, Minyou
;
Li, Youwei
;
Liu, Jiadong
- In:
Research in international business and finance
46
(
2018
),
pp. 131-140
Persistent link: https://www.econbiz.de/10011983588
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