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Cross-sectional return dispersion and time variation in value and momentum premiums

Stivers, Christopher T.; Sun, Licheng - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 987-1014

Persistent link: https://www.econbiz.de/10008758056

Stock market uncertainty and the stock-bond return relation

Connolly, Robert A.; Stivers, Christopher T.; Sun, Licheng - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 1, pp. 161-194

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Limited investor attention, relative fundamental strength, and the cross-section of stock returns

Zhu, Zhaobo; Sun, Licheng; Yung, Kenneth K.; Chen, Min - In: The British accounting review : the journal of the … 52 (2020) 4, pp. 1-23

Persistent link: https://www.econbiz.de/10012286079

Fundamental strenght and short-term return reversal

Zhu, Zhaobo; Sun, Licheng; Chen, Min - In: Journal of empirical finance 52 (2019), pp. 22-39

Persistent link: https://www.econbiz.de/10012170608

Do investors infer vocal cues from CEOs during quarterly REIT conference calls?

Price, S. McKay; Seiler, Michael J.; Shen, Jiancheng - In: The journal of real estate finance and economics 54 (2017) 4, pp. 515-557

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When Buffett Meets Bollinger : An Integrated Approach to Fundamental and Technical Analysis

Zhu, Zhaobo - 2019

We study the portfolio performance of investment strategies that jointly apply both fundamental analysis and technical analysis. Compared with strategies that rely on one-dimensional fundamental or technical information, the integrated approach to fundamental and technical investing...

Persistent link: https://www.econbiz.de/10012893377

Screen winners from losers using simple fundamental analysis in the Pacific-Basin stock markets

Ng, Chi Cheong Allen; Shen, Jianfu - In: Pacific-Basin finance journal 39 (2016), pp. 159-177

Persistent link: https://www.econbiz.de/10011669233