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The day-of-the-week effect
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Hide and seek : uninformed traders and the short-sales constraints
Cai, Jinghan
;
Ko, Chiu Yu
;
Li, Yuming
;
Xia, Le
- In:
Annals of economics and finance
20
(
2019
)
1
,
pp. 319-356
Persistent link: https://www.econbiz.de/10012110505
Saved in:
2
Expected stock returns, risk premiums and volatilities of economic factors
Li, Yuming
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 69-97
Persistent link: https://www.econbiz.de/10001374881
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3
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
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4
Time variation of expected returns on REITs : implications for market integration and the financial crisis
Li, Yuming
- In:
The journal of real estate research
38
(
2016
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10011755164
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5
Understanding equity REITs returns : an investment-based approach
Li, Yuming
- In:
International journal of business
23
(
2018
)
4
,
pp. 312-338
Persistent link: https://www.econbiz.de/10011950415
Saved in:
6
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
Saved in:
7
The wealth-consumption ratio and the consumption-habit ratio
Li, Yuming
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
2
,
pp. 226-241
Persistent link: https://www.econbiz.de/10002781729
Saved in:
8
Expected returns and habit persistence
Li, Yuming
- In:
The review of financial studies
14
(
2001
)
3
,
pp. 861-899
Persistent link: https://www.econbiz.de/10001602981
Saved in:
9
Time-varying stock returns and labor income risks in the US and UK
Li, Yuming
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 321-336
Persistent link: https://www.econbiz.de/10009155399
Saved in:
10
Asset pricing and microcaps
Li, Yuming
- In:
Annals of economics and finance
24
(
2023
)
1
,
pp. 119-140
Persistent link: https://www.econbiz.de/10014423595
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