Narrow search
Showing 1 - 4 of 4
Cover Image
Testing conditional factor models : a nonparametric approach
Li, Yan; Yang, Liyan - In: Journal of empirical finance 18 (2011) 5, pp. 972-992
Persistent link: https://www.econbiz.de/10009492521
Cover Image
Prospect theory, the disposition effect, and asset prices
Li, Yan; Yang, Liyan - In: Journal of financial economics 107 (2013) 3, pp. 715-739
Persistent link: https://www.econbiz.de/10009730583
Cover Image
Speculation and hedging in segmented markets
Goldstein, Itay; Li, Yan; Yang, Liyan - In: The review of financial studies 27 (2014) 3, pp. 881-922
Persistent link: https://www.econbiz.de/10010357850
Cover Image
Asset-pricing implications of dividend volatility
Li, Yan; Yang, Liyan - In: Management science : journal of the Institute for … 59 (2013) 9, pp. 2036-2055
Persistent link: https://www.econbiz.de/10010194838