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Optimal Land Development Decisions

Capozza, Dennis R.; Li, Yuming - In: Journal of Urban Economics 51 (2002) 1, pp. 123-142

Persistent link: https://www.econbiz.de/10005124647

Investment and profitability versus value and momentum : the price of residual risk

Li, Yuming - In: Journal of empirical finance 46 (2018), pp. 1-10

Persistent link: https://www.econbiz.de/10012103433

Risks and rewards for momentum and reversal portfolios

Li, Yuming - In: Financial markets and portfolio management 31 (2017) 3, pp. 289-315

Persistent link: https://www.econbiz.de/10011951760

The asymmetric house price dynamics : evidence from the California market

Li, Yuming - In: Regional science & urban economics 52 (2015), pp. 1-12

Persistent link: https://www.econbiz.de/10011478975

Recommendation and sentiment analysis based on consumer review and rating

Ni, Pin; Li, Yuming; Chang, Victor - In: International journal of business intelligence research … 11 (2020) 2, pp. 11-27

Persistent link: https://www.econbiz.de/10012304763

Research on text classification based on automatically extracted keywords

Ni, Pin; Li, Yuming; Chang, Victor - In: International journal of enterprise information systems … 16 (2020) 4, pp. 1-16

Persistent link: https://www.econbiz.de/10012426607

Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach

Qiao, Zhuo; Li, Yuming; Wong, Wing-Keung - In: Applied Financial Economics 21 (2011) 24, pp. 1831-1841

Adopting a multivariate Markov-switching-VAR model (Krolzig, 1997) and a recently developed regime-dependent impulse response analysis technique (Ehrmann <italic>et al</italic>., 2003), this article investigates the dynamic relationships among the stock markets of the US, Australia and New Zealand. Our results...

Persistent link: https://www.econbiz.de/10010970689

TIME VARIATIONS IN RISK PREMIA, VOLATILITY, AND REWARD-TO-VOLATILITY

Li, Yuming - In: Journal of Financial Research 21 (1998) 4, pp. 431-446

Persistent link: https://www.econbiz.de/10010889453

Rules for diversification for all risk averters

Li, Yuming; Ziemba, William T. - In: Journal of Economics and Business 42 (1990) 2, pp. 165-170

Persistent link: https://www.econbiz.de/10005302047

Consumption habit and international stock returns

Li, Yuming; Zhong, Maosen - In: Journal of Banking & Finance 29 (2005) 3, pp. 579-601

Persistent link: https://www.econbiz.de/10005213787