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~isPartOf:"ECB Working Paper"
~isPartOf:"Journal of financial economics"
~person:"Li, Sophia Zhengzi"
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Li, Sophia Zhengzi
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ECB Working Paper
Journal of financial economics
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Pervasive underreaction : evidence from high-frequency data
Jiang, Hao
;
Li, Sophia Zhengzi
;
Wang, Hao
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 573-599
Persistent link: https://www.econbiz.de/10013259814
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2
Market intraday momentum
Gao, Lei
;
Han, Yufeng
;
Li, Sophia Zhengzi
;
Zhou, Guofu
- In:
Journal of financial economics
129
(
2018
)
2
,
pp. 394-414
Persistent link: https://www.econbiz.de/10011982249
Saved in:
3
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
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