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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, pp. 1252-1272
Persistent link: https://www.econbiz.de/10008330130
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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. 1101-1200
Persistent link: https://www.econbiz.de/10007877621
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Transaction costs, trading volume and momentum strategies
Li, Xiafei; Brooks, Chris; Miffre, Joe͏̈lle - In: The journal of trading 5 (2010) 1, pp. 66-81
Persistent link: https://www.econbiz.de/10009881805
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Momentum profits and time-varying unsystematic risk
Li, Xiafei; Miffre, Joëlle; Brooks, Chris; … - In: Journal of banking & finance 32 (2008) 4, pp. 541-558
Persistent link: https://www.econbiz.de/10007988549
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Momentum profits and time-varying unsystematic risk
Li, Xiafei; Miffre, Joëlle; Brooks, Chris; … - In: Journal of banking & finance 32 (2008) 4, pp. 541-558
Persistent link: https://www.econbiz.de/10007990740
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The overreaction hypothesis in the UK market: empirical analysis
Mazouz, Khelifa; Li, Xiafei - In: Applied financial economics 17 (2007) 13, pp. 1101
Persistent link: https://www.econbiz.de/10007793413
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Low-cost momentum strategies
Li, Xiafei; Brooks, Chris; Miffre, Joe͏̈lle - In: The journal of asset management 9 (2008/09) 6, pp. 366-379
Persistent link: https://www.econbiz.de/10009871033
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Momentum profits and time-varying unsystematic risk
Li, Xiafei; Miffre, Joëlle; Brooks, Chris; … - In: Journal of banking & finance 32 (2008) 4, pp. 541-559
Persistent link: https://www.econbiz.de/10008879765