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Effect of negative book equity on the fama French HML

Li, Bo; Lajbcygier, Paul - 2007

Persistent link: https://www.econbiz.de/10003753542

Liquidity, liquidity risk and stock returns : evidence from Japan

Li, Bo; Sun, Qian; Wang, Changyun - In: European financial management : the journal of the … 20 (2014) 1, pp. 126-151

Persistent link: https://www.econbiz.de/10010248855

Time Series Momentum and Reversal : Intraday Information from Realized Semivariance

Liu, Zhenya - 2020

The presence of time series momentum effect has been widely documented in the financial markets across asset classes and countries. We find a predictable pattern of the realized semi-variance to the future individual asset return, especially during the stressed states of time series momentum...

Persistent link: https://www.econbiz.de/10012836027

Decomposing anomalies

Boubaker, Sabri; Li, Bo; Liu, Zhenya; Zhang, Yifan - In: Economics letters 202 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012607210

Time-varying beta in functional factor models : evidence from China

Horváth, Lajos; Li, Bo; Li, Hemei; Liu, Zhenya - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012665458

Does previous carry trade position affect following investors' decision-making and carry returns?

Zhang, Ziyun; Chen, Su; Li, Bo - In: International review of financial analysis 80 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013366296

Time series momentum and reversal : intraday information from realized semivariance

Liu, Zhenya; Lu, Shanglin; Li, Bo; Wang, Shixuan - In: Journal of empirical finance 72 (2023), pp. 54-77

Persistent link: https://www.econbiz.de/10014476799

Firms' value impact of C2M mode empowered by big data based on event study

Li, Bo; Xing, Ruxiao; Guo, Wenya; Tang, Shixiang - In: Nankai business review international 14 (2023) 4, pp. 746-764

Persistent link: https://www.econbiz.de/10014454673

Exploring the nonlinear idiosyncratic volatility puzzle : evidence from China

Li, Bo; Boubaker, Sabri; Liu, Zhenya; Louhichi, Waël; … - In: Computational economics 62 (2023) 2, pp. 527-559

Persistent link: https://www.econbiz.de/10014382734