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A reexamination of factor mome...
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CAPM
China
179
Theorie
170
Theory
170
Börsenkurs
77
Share price
77
Capital income
66
Kapitaleinkommen
66
Volatility
62
Volatilität
62
Aktienmarkt
58
Stock market
58
Anlageverhalten
49
Behavioural finance
49
Welt
49
World
49
Estimation
47
Schätzung
47
Portfolio selection
45
Portfolio-Management
45
Lieferkette
44
Supply chain
44
Forecasting model
40
Prognoseverfahren
40
Consumer behaviour
37
Konsumentenverhalten
37
Innovation
34
USA
33
United States
33
Time series analysis
31
Zeitreihenanalyse
31
Risiko
28
Risk
28
Firm performance
24
Unternehmenserfolg
24
Spillover effect
23
Spillover-Effekt
23
Estimation theory
22
Schätztheorie
22
Risikomanagement
21
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Article
21
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20
Aufsatz in Zeitschrift
20
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
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2
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English
24
Author
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Li, Yuming
12
Li, Youwei
10
He, Xue-zhong
5
Han, Xing
3
Zhong, Maosen
3
Feng, Xu
1
Frömmel, Michael
1
George, Thomas J.
1
Guo, Lei
1
Hamill, Philip A.
1
He, Qiubei
1
Hwang, Chuan-Yang
1
Li, Kai
1
Li, Yan
1
Li, Yuan
1
Liang, Chao
1
Lu, Weili
1
Toan Luu Duc Huynh
1
Vigne, Samuel A.
1
Zhang, Jing
1
Zhang, Wei
1
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Journal of empirical finance
3
The European journal of finance
3
Journal of economic dynamics & control
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Annals of economics and finance
1
Applied economics
1
CentER dissertation series / Center for Economic Research, Tilburg University : CDS
1
Emerging markets review
1
Finance research letters
1
Financial markets and portfolio management
1
International journal of business
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
1
The journal of real estate research
1
The review of financial studies
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ECONIS (ZBW)
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1
Heterogeneity, profitability and autocorrelations
He, Xue-zhong
;
Li, Youwei
-
2005
Persistent link: https://www.econbiz.de/10002721594
Saved in:
2
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
Saved in:
3
On microscopic simulation models of financial markets
Li, Youwei
-
2006
Persistent link: https://www.econbiz.de/10003388456
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4
Power-law behaviour, heterogeneity, and trend chasing
He, Xue-zhong
;
Li, Youwei
- In:
Journal of economic dynamics & control
31
(
2007
)
10
,
pp. 3396-3426
Persistent link: https://www.econbiz.de/10003569409
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5
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
6
Testing of a market fraction model and power-law behaviour in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344322
Saved in:
7
Investor overconfidence and the security market line : new evidence from China
Han, Xing
;
Li, Kai
;
Li, Youwei
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012503334
Saved in:
8
The role of hedge funds in the asset pricing : evidence from China
Zhang, Jing
;
Zhang, Wei
;
Li, Youwei
;
Feng, Xu
- In:
The European journal of finance
28
(
2022
)
2
,
pp. 219-243
Persistent link: https://www.econbiz.de/10013373250
Saved in:
9
Low liquidity beta anomaly in China
Frömmel, Michael
;
Han, Xing
;
Li, Youwei
;
Vigne, Samuel A.
- In:
Emerging markets review
50
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013416951
Saved in:
10
The smog that hovers : air pollution and asset prices
Guo, Lei
;
Han, Xing
;
Li, Youwei
- In:
Finance research letters
53
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472408
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