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Extrapolative beliefs in the cross-section : what can we learn from the crowds?
Da, Zhi; Huang, Xing; Jin, Lawrence J. - In: Journal of financial economics 140 (2021) 1, pp. 175-196
Persistent link: https://www.econbiz.de/10013188689
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Hedging demand and market intraday momentum
Baltussen, Guido; Da, Zhi; Lammers, Sten; Martens, Martin - In: Journal of financial economics 142 (2021) 1, pp. 377-403
Persistent link: https://www.econbiz.de/10012650726
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A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng; Zhou, Guofu; Zhu, Yingzi - In: Journal of financial economics 122 (2016) 2, pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
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Indexing and stock market serial dependence around the world
Baltussen, Guido; Bekkum, Sjoerd van; Da, Zhi - In: Journal of financial economics 132 (2019) 1, pp. 26-48
Persistent link: https://www.econbiz.de/10012134770
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Time series momentum : is it there?
Huang, Dashan; Li, Jiangyuan; Wang, Liyao; Zhou, Guofu - In: Journal of financial economics 135 (2020) 3, pp. 774-794
Persistent link: https://www.econbiz.de/10012543228
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Expected return, volume, and mispricing
Han, Yufeng; Huang, Dashan; Huang, Dayong; Zhou, Guofu - In: Journal of financial economics 143 (2022) 3, pp. 1295-1315
Persistent link: https://www.econbiz.de/10013402177