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1
Stock market uncertainty and the stock-bond return relation
Connolly, Robert A.
;
Stivers, Christopher T.
;
Sun, Licheng
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
1
,
pp. 161-194
Persistent link: https://www.econbiz.de/10002699485
Saved in:
2
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
Saved in:
3
Returns and option activity over the option-expiration week for S&P 100 stocks
Stivers, Christopher T.
;
Sun, Licheng
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4126-4240
Persistent link: https://www.econbiz.de/10010245590
Saved in:
4
Stock strategies with the January barometer and the yield curve
Sun, Licheng
;
Stivers, Christopher T.
;
Kongera, Ajay
- In:
Journal of investment management : JOIM
11
(
2013
)
1
,
pp. 32-49
Persistent link: https://www.econbiz.de/10009744212
Saved in:
5
Market cycles and the performance of relative strength strategies
Stivers, Christopher T.
;
Sun, Licheng
- In:
Financial management
42
(
2013
)
2
,
pp. 263-290
Persistent link: https://www.econbiz.de/10010187928
Saved in:
6
Cross-sectional return dispersion and time variation in value and momentum premiums
Stivers, Christopher T.
;
Sun, Licheng
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 987-1014
Persistent link: https://www.econbiz.de/10008758056
Saved in:
7
The other January effect : international, style, and subperiod evidence
Stivers, Christopher T.
;
Sun, Licheng
;
Sun, Yong
- In:
Journal of financial markets
12
(
2009
)
3
,
pp. 521-546
Persistent link: https://www.econbiz.de/10003873567
Saved in:
8
Commonality in the time-variation of stock-stock and stock-bond return comovements
Connolly, Robert A.
;
Stivers, Christopher T.
;
Sun, Licheng
- In:
Journal of financial markets
10
(
2007
)
2
,
pp. 192-218
Persistent link: https://www.econbiz.de/10003510378
Saved in:
9
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
Saved in:
10
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
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