Similar Search Results

Short-term momentum and reversals, turnover, and a stock's price-to-52-week-high ratio

Chen, Chen; Stivers, Christopher T.; Sun, Licheng - 2024

Persistent link: https://www.econbiz.de/10015179687

Predicting the equity premium with a high-threshold risk level and the price of risk

Bansal, Naresh K.; Stivers, Christopher T. - 2025

Persistent link: https://www.econbiz.de/10015396001

When Buffett meets Bollinger : an integrated approach to fundamental and technical analysis

Zhu, Zhaobo; Sun, Licheng - In: Accounting and finance 64 (2024) 3, pp. 2699-2734

Persistent link: https://www.econbiz.de/10015164554

The flow-performance puzzle : insights from passive and active ETFs

Yousefi, Hamed; Najand, Mohammad; Sun, Licheng - In: Accounting and finance 64 (2024) 4, pp. 3623-3656

Persistent link: https://www.econbiz.de/10015164700

Stock return predictability and investor sentiment : a high-frequency perspective

Sun, Licheng; Najand, Mohammad; Shen, Jiancheng - In: Journal of banking & finance 73 (2016), pp. 147-164

Persistent link: https://www.econbiz.de/10011635681

Limited investor attention, relative fundamental strength, and the cross-section of stock returns

Zhu, Zhaobo; Sun, Licheng; Yung, Kenneth; Chen, Min - In: The British accounting review : the journal of the … 52 (2020) 4, pp. 1-23

Persistent link: https://www.econbiz.de/10012286079

Stock Return Predictability and Investor Sentiment : A High-Frequency Perspective

Sun, Licheng - 2016

We explore the predictive relation between high-frequency investor sentiment and stock market returns. Our results are based on a proprietary dataset of high-frequency investor sentiment, which is computed based on a comprehensive textual analysis of sources from news wires, internet news...

Persistent link: https://www.econbiz.de/10013002950

Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry

Zhu, Zhaobo; Ji, Qiang; Sun, Licheng; Zhai, Pengxiang - In: International review of financial analysis 70 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012318226

Momentum and reversal : the role of short selling

Zhu, Zhaobo; Duan, Xinrui; Sun, Licheng; Tu, Jun - In: Journal of economic dynamics & control 104 (2019), pp. 95-110

Persistent link: https://www.econbiz.de/10012131100

Fundamental strength strategy : the role of investor sentiment versus limits to arbitrage

Zhu, Zhaobo; Sun, Licheng; Yung, Kenneth - In: International review of financial analysis 71 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012437038