Similar Search Results

Narrow search

The 52-week high momentum strategy in international stock markets

Liu, Ming; Liu, Qianqiu; Ma, Tongshu - In: Journal of international money and finance 30 (2011) 1, pp. 180-204

Persistent link: https://www.econbiz.de/10009268851

Momentum is really short-term momentum

Gong, Qiang; Liu, Ming; Liu, Qianqiu - In: Journal of banking & finance 50 (2015), pp. 169-182

Persistent link: https://www.econbiz.de/10010509594

Country and industry concentration and the performance of international mutual funds

Hiraki, Takato; Liu, Ming; Wang, Xue - In: Journal of banking & finance 59 (2015), pp. 297-310

Persistent link: https://www.econbiz.de/10011544553

Co-skewness and expected return : evidence from international stock markets

Dong, Liang; Kot, Hung Wan; Lam, Keith; Liu, Ming - In: Journal of international financial markets, … 76 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013412790

Momentum is Really Short-Term Momentum

Gong, Qiang - 2014

We demonstrate the estimation biases that arise when stock returns from 12 month prior and 2 month prior are included within intermediate and recent past momentum profits. These biases lead to an overestimation of intermediate past momentum but an underestimation of recent past momentum in the...

Persistent link: https://www.econbiz.de/10013044865

Do global equity mutual funds exhibit home bias?

Hiraki, Takato; Liu, Ming - In: Journal of behavioral and experimental finance 31 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012815407

Build resilience to overcome panic? : examining the global capital market during the COVID-19 pandemic

Liu, Ming; Tao, Qizhi; Wang, Xiangjin; Zhou, Hongyong - In: International review of economics & finance : IREF 88 (2023), pp. 670-682

Persistent link: https://www.econbiz.de/10014474655

Risk-averse two-stage stochastic programming for assembly line reconfiguration with dynamic lot sizes

Li, Yuchen; Liu, Ming; Saldanha-da-Gama, Francisco; … - In: Omega : the international journal of management science 127 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014557610