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Stock portfolio selection with deep ranknet
Li, Yan; Tan, Zheng - In: The journal of financial data science 3 (2021) 3, pp. 108-120
Persistent link: https://www.econbiz.de/10012613544
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A new momentum measurement in the Chinese stock market
Li, Yan; Liang, Chao; Toan Luu Duc Huynh - In: Pacific-Basin finance journal 73 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013388944
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Price reversal and heterogeneous belief
Li, Yan; Liang, Chao; Toan Luu Duc Huynh; He, Qiubei - In: International review of economics & finance : IREF 82 (2022), pp. 104-119
Persistent link: https://www.econbiz.de/10013542882
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Estimation of the information time stock return model
Li, Yan - 2004
Persistent link: https://www.econbiz.de/10003551482
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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
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A combined approach to the inference of conditional factor models
Li, Yan; Su, Liangjun; Xu, Yuewu - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 203-220
Persistent link: https://www.econbiz.de/10011390015
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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
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Predicting market returns using aggregate implied cost of capital
Li, Yan; Ng, David Tat-chee; Swaminathan, Bhaskaran - In: Journal of financial economics 110 (2013) 2, pp. 419-436
Persistent link: https://www.econbiz.de/10010208662