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The role of hedge funds in the asset pricing : evidence from China
Zhang, Jing; Zhang, Wei; Li, Youwei; Feng, Xu - In: The European journal of finance 28 (2022) 2, pp. 219-243
Persistent link: https://www.econbiz.de/10013373250
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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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Exploring asset pricing anomalies
Zhang, Lu - In: NBER reporter online (2014) 1, pp. 17-19
Persistent link: https://www.econbiz.de/10011368742
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Sentiment approach to negative expected return in the stock market
Yang, Chunpeng; Yan, Wei; Zhang, Rengui - In: Economic modelling 35 (2013), pp. 30-34
Persistent link: https://www.econbiz.de/10010258585
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Investor trading behavior, investor sentiment and asset prices
Yang, Chunpeng; Zhou, Liyun - In: The North American journal of economics and finance : a … 34 (2015), pp. 42-62
Persistent link: https://www.econbiz.de/10011539669
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Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Yang, Chunpeng; Zhang, Rengui - In: Applied economics 46 (2014) 7/9, pp. 966-972
Persistent link: https://www.econbiz.de/10010399534
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Realized volatility analysis from various perspectives based on Hilbert Huang transform
Hou, Sizhe; Chen, Jiangrui; Yin, Lianqian; Zhang, Wei; … - In: International journal of economics and finance 7 (2015) 12, pp. 189-199
Persistent link: https://www.econbiz.de/10011411813
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Economic policy uncertainty dispersion and excess returns : evidence from China
Yang, Jianlei; Yang, Chunpeng; Hu, Xiaoyi - In: Finance research letters 40 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012819427
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Is idiosyncratic volatility priced in cryptocurrency markets?
Zhang, Wei; Li, Yi - In: Research in international business and finance 54 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012550051
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Bond intraday momentum
Zhang, Wei; Wang, Pengfei; Li, Yi - In: Journal of behavioral and experimental finance 31 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012815421