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CAPM
China
131
Theorie
96
Theory
96
Capital income
51
Kapitaleinkommen
51
Börsenkurs
49
Share price
49
Aktienmarkt
41
Stock market
41
Estimation
35
Schätzung
35
Volatility
34
Volatilität
34
Welt
31
World
31
Forecasting model
29
Prognoseverfahren
29
Lieferkette
27
Portfolio selection
27
Portfolio-Management
27
Supply chain
27
USA
27
United States
27
Anlageverhalten
26
Behavioural finance
26
Time series analysis
21
Zeitreihenanalyse
21
Innovation
20
Consumer behaviour
19
Konsumentenverhalten
19
ARCH model
18
ARCH-Modell
18
Impact assessment
17
Wirkungsanalyse
17
Auslandsinvestition
16
Estimation theory
16
Foreign investment
16
Schätztheorie
16
Corporate Governance
15
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2
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English
27
Author
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Li, Youwei
14
Li, Yuming
12
He, Xue-zhong
5
Han, Xing
4
Zhong, Maosen
3
Feng, Xu
2
Zhang, Wei
2
Cao, Xing
1
Fan, Minyou
1
Frömmel, Michael
1
Gao, Ya
1
Guo, Jiaqi
1
Guo, Lei
1
Hamill, Philip
1
He, Qiubei
1
Kearney, Fearghal
1
Li, Kai
1
Li, Yan
1
Liang, Chao
1
Liu, Jiadong
1
Lu, Weili
1
Meng, Xiangtong
1
Toan Luu Duc Huynh
1
Vigne, Samuel A.
1
Xiong, Xiong
1
Zhang, Jing
1
Zheng, Min
1
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Journal of economic dynamics & control
3
Journal of empirical finance
3
The European journal of finance
3
Finance research letters
2
International review of financial analysis
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Annals of economics and finance
1
Applied economics
1
CentER dissertation series / Center for Economic Research, Tilburg University : CDS
1
Emerging markets review
1
Financial markets and portfolio management
1
International journal of business
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
1
The journal of real estate research
1
The review of financial studies
1
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ECONIS (ZBW)
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1
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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2
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
Saved in:
3
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
Saved in:
4
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:
5
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:
6
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
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
Heterogeneity, profitability and autocorrelations
He, Xue-zhong
;
Li, Youwei
-
2005
Persistent link: https://www.econbiz.de/10002721594
Saved in:
9
Consumption habit and international stock returns
Li, Yuming
;
Zhong, Maosen
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 579-601
Persistent link: https://www.econbiz.de/10002516925
Saved in:
10
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
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