Similar Search Results

The 52-week high, q-theory, and the cross section of stock returns

George, Thomas J.; Hwang, Chuan-yang; Li, Yuan - In: Journal of financial economics 128 (2018) 1, pp. 148-163

Persistent link: https://www.econbiz.de/10011970872

February, share turnover, and momentum in China

George, Thomas J.; Hwang, Chuan-Yang; Li, Yuan - In: Pacific-Basin finance journal 82 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014463356

Investor sentiment and stock price premium validation with Siamese twins from China

Li, Yuan; Ran, Jimmy - In: Journal of multinational financial management 57/58 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012597113

Shunned stocks and market states

Li, Youwei; Li, Youwei; Oniščenko, Olena - In: The European journal of finance 28 (2022) 7, pp. 705-717

Persistent link: https://www.econbiz.de/10013373312

Pricing of convertible bond based on GARCH model

Wang, Mengxian; Li, Yuan - In: Quantitative financial risk management, (pp. 77-86). 2011

Persistent link: https://www.econbiz.de/10009301439

The state of the market and the contrarian strategy : evidence from China's stock market

Chen, Qiwei; Jiang, Ying; Li, Yuan - In: Journal of Chinese economic and business studies 10 (2012) 1, pp. 89-108

Persistent link: https://www.econbiz.de/10009510018

The 52-Week High, q Theory and the Cross-Section of Stock Returns

George, Thomas J. - 2017

Hou, Xue and Zhang's (2015) q-factor model outperforms other factor models in capturing the PTH (the ratio of current price to 52-week high price) anomaly: High-PTH stocks earn high future returns. PTH's relations with future profitability and future investment growth are both significantly...

Persistent link: https://www.econbiz.de/10012972712

Estimating a hedge fund return model based on a small number of samples

Levchenkov, Dmitriy; Coleman, Thomas F.; Li, Yuying - In: INFOR : information systems and operational research 47 (2009) 1, pp. 43-58

Persistent link: https://www.econbiz.de/10003959539

Do low-priced stocks drive long-term contrarian performance on the London Stock Exchange?

Wu, Yuliang; Li, Youwei; Hamill, Philip - In: The financial review : the official publication of the … 47 (2012) 3, pp. 501-530

Persistent link: https://www.econbiz.de/10009577036

The predictability of industry portfolio returns

Li, Yuming; Lu, Weili; Zhong, Maosen - In: Applied economics 43 (2011) 22/24, pp. 2865-2881

Persistent link: https://www.econbiz.de/10009356666