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Short selling and the pricing of PIN information risk

Chen, Chen; Liang, Qiqi; Stivers, Christopher T.; Sun, … - In: Journal of financial markets 71 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10015178390

Mitigating estimation risk in asset allocation : diagonal models versus 1/N diversification

Stivers, Christopher T.; Sun, Licheng - In: The financial review : the official publication of the … 51 (2016) 3, pp. 403-433

Persistent link: https://www.econbiz.de/10011550915

Short-term momentum and reversals, turnover, and a stock's price-to-52-week-high ratio

Chen, Chen; Stivers, Christopher T.; Sun, Licheng - 2024

Persistent link: https://www.econbiz.de/10015179687

Stock returns and inflation shocks in weaker economic times

Connolly, Robert A.; Stivers, Christopher T.; Sun, Licheng - In: Financial management : FM 51 (2022) 3, pp. 827-867

Persistent link: https://www.econbiz.de/10013468461

When Buffett meets Bollinger : an integrated approach to fundamental and technical analysis

Zhu, Zhaobo; Sun, Licheng - In: Accounting and finance 64 (2024) 3, pp. 2699-2734

Persistent link: https://www.econbiz.de/10015164554

Limited investor attention, relative fundamental strength, and the cross-section of stock returns

Zhu, Zhaobo; Sun, Licheng; Yung, Kenneth; Chen, Min - In: The British accounting review : the journal of the … 52 (2020) 4, pp. 1-23

Persistent link: https://www.econbiz.de/10012286079

Fundamental strenght and short-term return reversal

Zhu, Zhaobo; Sun, Licheng; Chen, Min - In: Journal of empirical finance 52 (2019), pp. 22-39

Persistent link: https://www.econbiz.de/10012170608

Fundamental strength strategy : the role of investor sentiment versus limits to arbitrage

Zhu, Zhaobo; Sun, Licheng; Yung, Kenneth - In: International review of financial analysis 71 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012437038

When Buffett Meets Bollinger : An Integrated Approach to Fundamental and Technical Analysis

Zhu, Zhaobo - 2019

We study the portfolio performance of investment strategies that jointly apply both fundamental analysis and technical analysis. Compared with strategies that rely on one-dimensional fundamental or technical information, the integrated approach to fundamental and technical investing...

Persistent link: https://www.econbiz.de/10012893377

Macroeconomic uncertainty and the distant forward-rate slope

Connolly, Robert A.; Dubofsky, David A.; Stivers, … - In: Journal of empirical finance 48 (2018), pp. 140-161

Persistent link: https://www.econbiz.de/10012109285