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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
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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
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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
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Understanding equity REITs returns : an investment-based approach
Li, Yuming - In: International journal of business 23 (2018) 4, pp. 312-338
Persistent link: https://www.econbiz.de/10011950415
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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
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Time variation of expected returns on REITs : implications for market integration and the financial crisis
Li, Yuming - In: The journal of real estate research 38 (2016) 3, pp. 321-357
Persistent link: https://www.econbiz.de/10011755164
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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
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Market segmentation and price differentials between A shares and H shares in the Chinese stock markets
Li, Yuming; Yan, Daying; Greco, Joe - In: Journal of multinational financial management 16 (2006) 3, pp. 232-248
Persistent link: https://www.econbiz.de/10003328756
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The day-of-the-week effect
Cai, Jinghan; Li, Yuming; Qi, Yuehua - In: The Chinese economy 39 (2006) 2, pp. 71-88
Persistent link: https://www.econbiz.de/10003341933
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Policy change and lead-lag relations among China's segmented stock markets
Qiao, Zhuo; Li, Yuming; Wong, Wing Keung - In: Journal of multinational financial management 18 (2008) 3, pp. 276-289
Persistent link: https://www.econbiz.de/10003710638