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Investor overconfidence and the security market line : new evidence from China
Han, Xing; Li, Kai; Li, Youwei - In: Journal of economic dynamics & control 117 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012503334
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A new approach to risk-return trade-off dynamics via decomposition
Frazier, David T.; Liu, Xiaochun - In: Journal of economic dynamics & control 62 (2016), pp. 43-55
Persistent link: https://www.econbiz.de/10011708149
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Asset allocation with time series momentum and reversal
He, Xue-zhong; Li, Kai; Li, Youwei - In: Journal of economic dynamics & control 91 (2018), pp. 441-457
Persistent link: https://www.econbiz.de/10011974221
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Time to build and bond risk premia
Guo, Bin; Huang, Fuzhe; Li, Kai - In: Journal of economic dynamics & control 121 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
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The disposition effect and underreaction to private information
Janssen, Dirk-Jan; Li, Jiangyan; Qiu, Jianying; Weitzel, Utz - In: Journal of economic dynamics & control 113 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012502461
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Unfolded GARCH models
Liu, Xiaochun; Luger, Richard - In: Journal of economic dynamics & control 58 (2015), pp. 186-217
Persistent link: https://www.econbiz.de/10011574655
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Time to build and bond risk premia
Guo, Bin; Huang, Fuzhe; Li, Kai - In: Journal of economic dynamics & control 136 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
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Nonlinear effect of sentiment on momentum
Li, Kai - In: Journal of economic dynamics & control 133 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10014535145
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Determinants of investor expectations and satisfaction : a study with financial professionals
Schwaiger, Rene; Kirchler, Michael; Lindner, Florian; … - In: Journal of economic dynamics & control 110 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012501282