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Idiosyncratic volatility and the pricing of poorly-diversified portfolios
Miffre, Joëlle; Brooks, Chris; Li, Xiafei - In: International review of financial analysis 30 (2013), pp. 78-85
Persistent link: https://www.econbiz.de/10010459997
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Return asymmetry and the cross section of stock returns
Xu, Zhongxiang; Chevapatrakul, Thanaset; Li, Xiafei - In: Journal of international money and finance 97 (2019), pp. 93-110
Persistent link: https://www.econbiz.de/10012140052
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Investor sentiment, limited arbitrage, and the cash holding effect
Li, Xiafei; Luo, Di - In: Review of finance : journal of the European Finance … 21 (2017) 6, pp. 2141-2168
Persistent link: https://www.econbiz.de/10011804685
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Low-cost momentum strategies
Li, Xiafei; Brooks, Chris; Miffre, Joëlle - In: The journal of asset management 9 (2008/09) 6, pp. 366-379
Persistent link: https://www.econbiz.de/10003812497
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The overreaction hypothesis in the UK market : empirical analysis
Mazouz, Khelifa; Li, Xiafei - In: Applied financial economics 17 (2007) 13/15, pp. 1101-1111
Persistent link: https://www.econbiz.de/10003590536
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Transaction costs, trading volume and momentum strategies
Li, Xiafei; Brooks, Chris; Miffre, Joëlle - In: The journal of trading 5 (2010) 1, pp. 66-81
Persistent link: https://www.econbiz.de/10003931735
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The value premium and time-varying volatility
Li, Xiafei; Brooks, Chris; Miffre, Joëlle - In: Journal of business finance & accounting : JBFA 36 (2009) 9/10, pp. 1252-1272
Persistent link: https://www.econbiz.de/10003909854
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Momentum profits and time-varying unsystematic risk
Li, Xiafei; Miffre, Joëlle; Brooks, Chris; O'Sullivan, … - In: Journal of banking & finance 32 (2008) 4, pp. 541-558
Persistent link: https://www.econbiz.de/10003707678
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Increase in cash holdings of U.S. firms : the role of healthcare and technology industries
Li, Xiafei; Luo, Di - In: Journal of business research : JBR 118 (2020), pp. 286-298
Persistent link: https://www.econbiz.de/10012288598
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Financial constraints, stock liquidity, and stock returns
Li, Xiafei; Luo, Di - In: Journal of international financial markets, … 63 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012263328