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Do trading rules based upon winners and losers work across markets? : Evidence from the Pacific Basin and US markets

Fung, Hung-gay; Leung, Wai K.; Patterson, Gary A. - In: Multinational finance journal : MF ; quarterly … 3 (1999) 1, pp. 41-70

Persistent link: https://www.econbiz.de/10001510067

Daily volatility behavior in Chinese futures markets

Chan, Kam C.; Fung, Hung-gay; Leung, Wai K. - In: Journal of international financial markets, … 14 (2004) 5, pp. 491-505

Persistent link: https://www.econbiz.de/10002187133

A risk-return explanation of the momentum-reversal "anomaly"

Booth, G. Geoffrey; Fung, Hung-gay; Leung, Wai K. - In: Journal of empirical finance 35 (2016), pp. 68-77

Persistent link: https://www.econbiz.de/10011662718

Do Trading Rules Based Upon Winners and Losers Work Across Markets? Evidence from the Pacific Basin and U.S. Markets

Fung, Hung-gay - 2016

Numerous studies have examined trading strategies that seek to exploit price reversal behaviors in the U.S. stock market. The evidence to date suggests that taking a long position in U.S. stocks with negative returns (losers) and a short position in stocks that have positive returns (winners)...

Persistent link: https://www.econbiz.de/10013004228

Size and value effects in high-tech industries : the role of R&D investment

Yu, Lin; Liu, Xiaoquan; Fung, Hung-gay; Leung, Wai K. - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012658819

Momentum or contrarian trading strategy : which one works better in the Chinese stock market

Yu, Lin; Fung, Hung-gay; Leung, Wai K. - In: International review of economics & finance : IREF 62 (2019), pp. 87-105

Persistent link: https://www.econbiz.de/10012205477

Perk consumption and CEO turnover

Zhan, Yifan; Fung, Hung-gay; Leung, Wai K. - In: Review of quantitative finance and accounting 62 (2024) 4, pp. 1525-1568

Persistent link: https://www.econbiz.de/10014546300

Covariance risk, consumption risk, and international stock market returns

Lee, Wai - In: The quarterly review of economics and finance : journal … 37 (1997) 2, pp. 491-510

Persistent link: https://www.econbiz.de/10001226132

Generalized conditional moments and international asset pricing

Lee, Wai - 1994

Persistent link: https://www.econbiz.de/10000916148

Macroeconomics and the value premium

Jacobsen, Brian; Lee, Wai - In: The journal of asset management : a major new, … 22 (2021) 4, pp. 241-252

Persistent link: https://www.econbiz.de/10012581614