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Time-Series Momentum : Is It T...
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1
Time series momentum : is it there?
Huang, Dashan
;
Li, Jiangyuan
;
Wang, Liyao
;
Zhou, Guofu
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 774-794
Persistent link: https://www.econbiz.de/10012543228
Saved in:
2
Are disagreements agreeable? : evidence from information aggregation
Huang, Dashan
;
Li, Jiangyuan
;
Wang, Liyao
- In:
Journal of financial economics
141
(
2021
)
1
,
pp. 83-101
Persistent link: https://www.econbiz.de/10012872545
Saved in:
3
Shrinking factor dimension : a reduced-rank approach
He, Ai
;
Huang, Dashan
;
Li, Jiaen
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5501-5522
Persistent link: https://www.econbiz.de/10014392938
Saved in:
4
Expected return, volume, and mispricing
Han, Yufeng
;
Huang, Dashan
;
Huang, Dayong
;
Zhou, Guofu
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1295-1315
Persistent link: https://www.econbiz.de/10013402177
Saved in:
5
Scaled PCA : a new approach to dimension reduction
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 1678-1695
Persistent link: https://www.econbiz.de/10013260016
Saved in:
6
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
7
Presidential economic approval rating and the cross-section of stock returns
Chen, Zilin
;
Da, Zhi
;
Huang, Dashan
;
Wang, Liyao
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 106-131
Persistent link: https://www.econbiz.de/10013543423
Saved in:
8
Upper bounds on return predictability
Huang, Dashan
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
2
,
pp. 401-425
Persistent link: https://www.econbiz.de/10011742049
Saved in:
9
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
10
Measuring investor sentiment
Zhou, Guofu
- In:
Annual review of financial economics
10
(
2018
),
pp. 239-259
Persistent link: https://www.econbiz.de/10011959822
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