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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://www.econbiz.de/10001374881
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Expected returns and habit persistence
Li, Yuming - In: The review of financial studies 14 (2001) 3, pp. 861-899
Persistent link: https://www.econbiz.de/10001602981
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Consumption habit and international stock returns
Li, Yuming; Zhong, Maosen - In: Journal of banking & finance 29 (2005) 3, pp. 579-601
Persistent link: https://www.econbiz.de/10002516925
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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://www.econbiz.de/10002781729
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Heterogeneity, profitability and autocorrelations
He, Xue-zhong; Li, Youwei - 2005
Persistent link: https://www.econbiz.de/10002721594
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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://www.econbiz.de/10009155399
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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://www.econbiz.de/10009356666
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Can trend followers survive in the long-run? : insights from agent-based modeling
He, Xue-zhong; Hamill, Philip A.; Li, Youwei - In: Natural computing in computational finance ; [the …, (pp. 253-269). 2008
Persistent link: https://www.econbiz.de/10009515165
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On microscopic simulation models of financial markets
Li, Youwei - 2006
Persistent link: https://www.econbiz.de/10003388456
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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://www.econbiz.de/10003875448