Similar Search Results

Social media effect, investor recognition and the cross-section of stock returns

Meng, Xiangtong; Zhang, Wei; Li, Youwei; Cao, Xing; Feng, Xu - In: International review of financial analysis 67 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012299199

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

Haze, Mood and Stock Return : Evidence from Online Messages

Xiangtong, Meng - 2016

Mood is associated with investors' decision making and influences stock market performance, which is supported by psychological and financial researches. However, previous studies have not provided a strong evidence that their proxies can influence moods in an efficient way.We use data of...

Persistent link: https://www.econbiz.de/10012977548

Shunned stocks and market states

Li, Youwei; Li, Youwei; Oniščenko, Olena - In: The European journal of finance 28 (2022) 7, pp. 705-717

Persistent link: https://www.econbiz.de/10013373312

The asset growth anomaly in the Chinese stock market

Feng, Xu; Fan, Jiarui; An, Yahui - In: Asia-Pacific journal of accounting & economics : … 27 (2020) 4, pp. 451-471

Persistent link: https://www.econbiz.de/10012255913

Month-end effect on Chinese stock returns : explanation of the liquidity hypothesis

Li, Jie; Feng, Xu; Zhang, Yongjie - In: Asia-Pacific journal of accounting & economics : … 29 (2022) 5, pp. 1283-1298

Persistent link: https://www.econbiz.de/10013415484

Long-term return reversals : value and growth or tax? ; UK evidence

Wu, Yuliang; Li, Youwei - In: Journal of international financial markets, … 21 (2011) 3, pp. 347-368

Persistent link: https://www.econbiz.de/10009266914

Do low-priced stocks drive long-term contrarian performance on the London Stock Exchange?

Wu, Yuliang; Li, Youwei; Hamill, Philip A. - In: The financial review : the official publication of the … 47 (2012) 3, pp. 501-530

Persistent link: https://www.econbiz.de/10009577036

Optimal time series momentum

He, Xue-zhong; Li, Kai; Li, Youwei - 2015

Persistent link: https://www.econbiz.de/10011344325

Asset allocation with time series momentum and reversal

He, Xue-zhong; Li, Kai; Li, Youwei - In: Journal of economic dynamics & control 91 (2018), pp. 441-457

Persistent link: https://www.econbiz.de/10011974221