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Hide and seek : uninformed traders and the short-sales constraints
Cai, Jinghan
;
Ko, Chiu Yu
;
Li, Yuming
;
Xia, Le
- In:
Annals of economics and finance
20
(
2019
)
1
,
pp. 319-356
Persistent link: https://www.econbiz.de/10012110505
Saved in:
2
Expected returns and habit persistence
Li, Yuming
- In:
The review of financial studies
14
(
2001
)
3
,
pp. 861-899
Persistent link: https://www.econbiz.de/10001602981
Saved in:
3
Expected stock returns, risk premiums and volatilities of economic factors
Li, Yuming
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 69-97
Persistent link: https://www.econbiz.de/10001374881
Saved in:
4
Investment and profitability versus value and momentum : the price of residual risk
Li, Yuming
- In:
Journal of empirical finance
46
(
2018
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012103433
Saved in:
5
Risks and rewards for momentum and reversal portfolios
Li, Yuming
- In:
Financial markets and portfolio management
31
(
2017
)
3
,
pp. 289-315
Persistent link: https://www.econbiz.de/10011951760
Saved in:
6
Asset pricing and microcaps
Li, Yuming
- In:
Annals of economics and finance
24
(
2023
)
1
,
pp. 119-140
Persistent link: https://www.econbiz.de/10014423595
Saved in:
7
Optimal land development decisions
Capozza, Dennis R.
;
Li, Yuming
- In:
Journal of urban economics
51
(
2002
)
1
,
pp. 123-142
Persistent link: https://www.econbiz.de/10001646052
Saved in:
8
Residential investment and interest rates : an empirical test of land development as a real option
Capozza, Dennis R.
;
Li, Yuming
- In:
Real estate economics : journal of the American Real …
29
(
2001
)
3
,
pp. 503-519
Persistent link: https://www.econbiz.de/10001715349
Saved in:
9
The intensity and timing of investment : the case of land
Capozza, Dennis R.
- In:
The American economic review
84
(
1994
)
4
,
pp. 889-904
Persistent link: https://www.econbiz.de/10001168950
Saved in:
10
Characterizations of optimal portfolios by univariate and multivariate risk aversion
Li, Yuming
- In:
Management science : journal of the Institute for …
35
(
1989
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10001063801
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