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The relation between earnings and price momentum : does it vary across regimes?
Zheng, Yao; Wei, Peihwang; Osmer, Eric - In: Review of quantitative finance and accounting 58 (2022) 3, pp. 1145-1213
Persistent link: https://www.econbiz.de/10013191852
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The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao - In: Applied financial economics 24 (2014) 22/24, pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
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The linkage between aggregate investor sentiment and metal futures returns : a nonlinear approach
Zheng, Yao - In: The quarterly review of economics and finance : journal … 58 (2015), pp. 128-142
Persistent link: https://www.econbiz.de/10011574216