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~person:"Liu, Zhenya"
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Liu, Zhenya
Plastun, Alex
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Review of quantitative finance and accounting
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The journal of asset management : a major new, international quarterly journal for the financial community
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ECONIS (ZBW)
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Industry momentum with correlation consolidation : evidence from China
Boubaker, Sabri
;
Du, Lechuan
;
Liu, Zhenya
- In:
The journal of asset management : a major new, …
23
(
2022
)
1
,
pp. 73-82
Persistent link: https://www.econbiz.de/10013170893
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2
A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis
Cao, Ruanmin
;
Horváth, Lajos
;
Liu, Zhenya
;
Zhao, Yuqian
- In:
Review of quantitative finance and accounting
54
(
2020
)
1
,
pp. 335-358
Persistent link: https://www.econbiz.de/10012232846
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