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Momentum profits and macroeconomic risk

Liu, Laura Xiaolei; Warner, Jerold B.; Zhang, Lu - 2005

Persistent link: https://www.econbiz.de/10003020819

Momentum profits, factor pricing, and macroeconomic risk

Liu, Laura Xiaolei (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003746214

Momentum profits, factor pricing, and macroeconomic risk

Liu, Laura Xiaolei; Zhang, Lu - In: The review of financial studies 21 (2008) 6, pp. 2417-2448

Persistent link: https://www.econbiz.de/10003805065

The impacts of political uncertainty on asset prices : evidence from the Bo scandal in China

Liu, Laura Xiaolei; Shu, Haibing; Wei, K. C. John - In: Journal of financial economics 125 (2017) 2, pp. 286-310

Persistent link: https://www.econbiz.de/10011751704

The Impacts of Political Uncertainty on Asset Prices : Evidence from the Bo Scandal in China

Liu, Laura Xiaolei - 2017

Models of political risk predict that increases in political uncertainty cause stock prices to fall, especially for politically sensitive firms. We use the event of the Bo Xilai political scandal in 2012 in China as an exogenous shock to identify the impact of political uncertainty on asset...

Persistent link: https://www.econbiz.de/10012965101