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Impact of exchange rate regime reform on asset returns in China
Hua, Xiuping; Sun, Laixiang; Wang, Tianyi - In: The European journal of finance 21 (2015) 1/3, pp. 147-171
Persistent link: https://www.econbiz.de/10010519959
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The asymmetric behaviour of stock returns and volatilities : evidence from Chinese stock market
Zhang, Bing; Li, Xindan - In: Applied economics letters 15 (2008) 10/12, pp. 959-962
Persistent link: https://www.econbiz.de/10003785991
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Low-cost momentum strategies
Li, Xiafei; Brooks, Chris; Miffre, Joëlle - In: The journal of asset management 9 (2008/09) 6, pp. 366-379
Persistent link: https://www.econbiz.de/10003812497
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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) 9/10, pp. 1252-1272
Persistent link: https://www.econbiz.de/10003909854
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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. 1101-1111
Persistent link: https://www.econbiz.de/10003590536
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Momentum profits and time-varying unsystematic risk
Li, Xiafei; Miffre, Joëlle; Brooks, Chris; O'Sullivan, … - In: Journal of banking & finance 32 (2008) 4, pp. 541-558
Persistent link: https://www.econbiz.de/10003707678
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Mean-variance-skewness model for portfolio selction with fuzzy returns
Li, Xiang; Qin, Zhongfeng; Kar, Samarjit - In: European journal of operational research : EJOR 202 (2010) 1, pp. 239-247
Persistent link: https://www.econbiz.de/10003960101
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An expected regret minimization portfolio selection model
Li, Xiang; Shou, Biying; Qin, Zhongfeng - In: European journal of operational research : EJOR 218 (2012) 2, pp. 484-492
Persistent link: https://www.econbiz.de/10009505338
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Economic policy uncertainty shocks and stock-bond correlations : evidence from the US market
Li, Xiaoming; Zhang, Bing; Gao, Ruzhao - In: Economics letters 132 (2015), pp. 91-96
Persistent link: https://www.econbiz.de/10011431392
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Idiosyncratic volatility and the pricing of poorly-diversified portfolios
Miffre, Joëlle; Brooks, Chris; Li, Xiafei - In: International review of financial analysis 30 (2013), pp. 78-85
Persistent link: https://www.econbiz.de/10010459997