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Predicting returns out of sample : a naïve model averaging approach

Chen, Huafeng Jason; Jiang, Liang; Liu, Weiwei - In: Review of asset pricing studies : RAPS 13 (2023) 3, pp. 579-614

Persistent link: https://www.econbiz.de/10014331545

Downside variance premium, firm fundamentals, and expected corporate bond returns

Huang, Tao; Jiang, Liang; Li, Junye - In: Journal of banking & finance 154 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014488900

Country and industry concentration and the performance of international mutual funds

Hiraki, Takato; Liu, Ming; Wang, Xue - In: Journal of banking & finance 59 (2015), pp. 297-310

Persistent link: https://www.econbiz.de/10011544553

Momentum is really short-term momentum

Gong, Qiang; Liu, Ming; Liu, Qianqiu - In: Journal of banking & finance 50 (2015), pp. 169-182

Persistent link: https://www.econbiz.de/10010509594

Co-skewness and expected return : evidence from international stock markets

Dong, Liang; Kot, Hung Wan; Lam, Keith; Liu, Ming - In: Journal of international financial markets, … 76 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013412790

Momentum is Really Short-Term Momentum

Gong, Qiang - 2014

We demonstrate the estimation biases that arise when stock returns from 12 month prior and 2 month prior are included within intermediate and recent past momentum profits. These biases lead to an overestimation of intermediate past momentum but an underestimation of recent past momentum in the...

Persistent link: https://www.econbiz.de/10013044865

Is a promise a promise? : analyzing performance commitment in acquisitions and target firm performance

Tao, Qizhi; Liu, Ming; Hu, Shiman; Zhang, Yun - In: The European journal of finance 28 (2022) 4/5, pp. 487-513

Persistent link: https://www.econbiz.de/10013373288