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Consumption habit and internat...
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Li, Yuming
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1
Consumption habit and international stock returns
Li, Yuming
;
Zhong, Maosen
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 579-601
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002516925
Saved in:
2
The predictability of industry portfolio returns
Li, Yuming
;
Lu, Weili
;
Zhong, Maosen
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 2865-2881
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009356666
Saved in:
3
International asset returns and exchange rates
Li, Yuming
;
Zhong, Maosen
- In:
The European journal of finance
15
(
2009
)
3/4
,
pp. 263-285
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003875448
Saved in:
4
Expected stock returns, risk premiums and volatilities of economic factors
Li, Yuming
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 69-97
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001374881
Saved in:
5
Expected returns and habit persistence
Li, Yuming
- In:
The review of financial studies
14
(
2001
)
3
,
pp. 861-899
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001602981
Saved in:
6
The wealth-consumption ratio and the consumption-habit ratio
Li, Yuming
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
2
,
pp. 226-241
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002781729
Saved in:
7
Time-varying stock returns and labor income risks in the US and UK
Li, Yuming
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 321-336
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009155399
Saved in:
8
Understanding equity REITs returns : an investment-based approach
Li, Yuming
- In:
International journal of business
23
(
2018
)
4
,
pp. 312-338
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011950415
Saved in:
9
Risks and rewards for momentum and reversal portfolios
Li, Yuming
- In:
Financial markets and portfolio management
31
(
2017
)
3
,
pp. 289-315
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011951760
Saved in:
10
Investment and profitability versus value and momentum : the price of residual risk
Li, Yuming
- In:
Journal of empirical finance
46
(
2018
),
pp. 1-10
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012103433
Saved in:
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