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Asset pricing in production economies with extrapolative expectations
Hirshleifer, David; Li, Jun; Yu, Jianfeng - In: Journal of monetary economics 76 (2015), pp. 87-106
Persistent link: https://www.econbiz.de/10011569782
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A neoclassical interpretation of momentum
Xiaolei Lui, Laura; Zhang, Lu - In: Journal of monetary economics 67 (2014), pp. 109-128
Persistent link: https://www.econbiz.de/10010510918
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Explaining momentum and value simultaneously
Li, Jun - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4239-4260
Persistent link: https://www.econbiz.de/10011921516
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Investor attention, psychological anchors, and stock return predictability
Li, Jun; Yu, Jianfeng - In: Journal of financial economics 104 (2012) 2, pp. 401-419
Persistent link: https://www.econbiz.de/10009621130
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Government spending, political cycles, and the cross section of stock returns
Belo, Frederico; Gala, Vito D.; Li, Jun - In: Journal of financial economics 107 (2013) 2, pp. 305-324
Persistent link: https://www.econbiz.de/10009719737
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Is value riskier than growth?
Petkova, Ralitsa; Zhang, Lu - In: Journal of financial economics 78 (2005) 1, pp. 187-202
Persistent link: https://www.econbiz.de/10003127880
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Aggregate expected investment growth and stock market returns
Li, Jun; Wang, Huijun; Yu, Jianfeng - In: Journal of monetary economics 117 (2021), pp. 618-638
Persistent link: https://www.econbiz.de/10012603192
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The economics of security analysis
Hou, Kewei; Mo, Haitao; Xue, Chen; Zhang, Lu - In: Management science : journal of the Institute for … 70 (2024) 1, pp. 164-186
Persistent link: https://www.econbiz.de/10014469937