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Sales order backlogs and momentum profits

Gu, Li; Huang, Dayong - In: Journal of banking & finance 34 (2010) 7, pp. 1564-1575

Persistent link: https://www.econbiz.de/10008649457

Consumption, money, intratemporal substitution, and cross-sectional asset returns

Gu, Li; Huang, Dayong - In: The journal of financial research 36 (2013) 1, pp. 115-146

Persistent link: https://www.econbiz.de/10009765614

The effect of the growth in labor hours per worker on future stock returns, hiring, and profitability

Gu, Li; Huang, Dayong - In: Review of finance : journal of the European Finance … 21 (2017) 6, pp. 2249-2276

Persistent link: https://www.econbiz.de/10011804712

Essays in empirical asset pricing

Gu, Li - 2006

Persistent link: https://www.econbiz.de/10003965316

Is IPO underperfomance a peso problem?

Ang, Andrew; Gu, Li; Hochberg, Yael V. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 3, pp. 565-594

Persistent link: https://www.econbiz.de/10003527784

Market states and international momentum strategies

Huang, Dayong - In: The quarterly review of economics and finance : journal … 46 (2006) 3, pp. 437-446

Persistent link: https://www.econbiz.de/10003358656

Technology prospects and the cross-section of stock returns

Hsu, Po-Hsuan; Huang, Dayong - In: Journal of empirical finance 17 (2010) 1, pp. 39-53

Persistent link: https://www.econbiz.de/10003943930

Profitability, value, and stock returns in production‐based asset pricing without frictions

Balversli, Ronald J.; Huang, Dayong - In: Journal of money, credit and banking : JMCB 49 (2017) 7, pp. 1621-1651

Persistent link: https://www.econbiz.de/10011946663

Inflation illusion and stock returns

Brown, William O.; Huang, Dayong; Wang, Fang - In: Journal of empirical finance 35 (2016), pp. 14-24

Persistent link: https://www.econbiz.de/10011662709

The Effect of Oil Supply Shocks on Industry Returns

Huang, Dayong; Li, Jay Yin; Wu, Kai - 2021

We examine how industry returns react to various oil shocks developed in Baumeister and Hamilton (2019) and find that oil supply shocks matter as much, if not more, as oil demand and economic activity shocks in driving industry returns. A long-short portfolio that buys (sells) industries...

Persistent link: https://www.econbiz.de/10013250139