//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Reversing momentum : the optim...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
141
Theory
141
China
94
USA
54
United States
54
Portfolio selection
40
Portfolio-Management
40
Capital income
39
Kapitaleinkommen
39
CAPM
36
Volatility
35
Volatilität
33
Börsenkurs
32
Share price
32
Risikoprämie
31
Risk premium
31
Innovation
26
Takeover
26
Übernahme
26
Anlageverhalten
25
Behavioural finance
25
Führungskräfte
25
Managers
25
Bayesian inference
22
Firm performance
22
Risiko
22
Risk
22
Unternehmenserfolg
22
Bayes-Statistik
21
Aktienmarkt
19
Stock market
19
Welt
16
World
16
Estimation
15
Corporate governance
14
Schätzung
14
Yield curve
14
Zinsstruktur
14
Corporate Governance
13
Asymmetric information
12
more ...
less ...
Online availability
All
Free
283
Undetermined
265
Type of publication
All
Article
485
Book / Working Paper
343
Other
2
Type of publication (narrower categories)
All
Article in journal
260
Aufsatz in Zeitschrift
260
Working Paper
61
Graue Literatur
59
Non-commercial literature
59
Arbeitspapier
58
research-article
13
Aufsatz im Buch
8
Book section
8
Article
2
Aufsatzsammlung
2
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
Thesis
1
non-article
1
more ...
less ...
Language
All
English
538
Undetermined
292
Author
All
Li, Kai
458
Liu, Jun
325
Ang, Andrew
34
Longstaff, Francis A.
30
Poirier, Dale J.
27
Harford, Jarrad
26
Gao, Huasheng
21
Chakravarty, Sugato
20
Pan, Jun
20
He, Xue-zhong
18
Bekaert, Geert
17
Ai, Hengjie
16
Kwan, Ho Kwong
16
He, Xue-Zhong
15
Koop, Gary
15
Lee, Cynthia
15
Zhang, Feng
15
Hui, Chun
13
Yue, Heng
13
Sarkar, Asani
12
Wang, Wei
12
Grinblatt, Mark
11
Hollifield, Burton
11
Li, K.
11
Mandell, Ravit E.
11
Wang, Tan
11
Hsu, Po-Hsuan
10
Zhao, Longkai
10
He, Xuezhong
9
Jenter, Dirk
9
Kahl, Matthias
9
Levi, Maurice D.
9
Liu, Jing
9
Wang, Zhenyu
9
Fu, Pingping
8
Griffin, Dale
8
Jiang, Wei
8
Xu, Yiming
8
Zhao, Xinlei
8
Colla, Paolo
7
more ...
less ...
Institution
All
University of British Columbia / Finance Division
25
Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
12
National Bureau of Economic Research
10
National Bureau of Economic Research (NBER)
9
Finance Discipline Group, Business School
8
Krannert School of Management, Purdue University
3
Econometric Society
2
Institute for Research in the Behavioral, Economic, and Management Sciences
2
Krannert Graduate School of Management
2
Sloan School of Management, Massachusetts Institute of Technology (MIT)
2
Society for Economic Dynamics - SED
2
Berkeley Electronic Press
1
C.E.P.R. Discussion Papers
1
CESifo
1
California Irvine - School of Social Sciences
1
Carnegie Mellon University, Tepper School of Business
1
Department of Economics, Harvard University
1
European Real Estate Society - ERES
1
Federal Reserve Bank of New York
1
Forschungsinstitut für Wirtschaftliche Entwicklungen im Pazifikraum
1
Mechanical and Industrial Engineering
1
School of Economics, University of Edinburgh
1
arXiv.org
1
more ...
less ...
Published in...
All
Finance working papers
27
The review of financial studies
23
Journal of financial economics
18
Journal of financial and quantitative analysis : JFQA
15
University of California at Los Angeles, Anderson Graduate School of Management
12
Journal of empirical finance
11
The journal of finance : the journal of the American Finance Association
11
NBER Working Paper
10
NBER working paper series
10
Working paper / National Bureau of Economic Research, Inc.
10
Journal of economic dynamics & control
9
NBER Working Papers
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Sauder School of Business Working Paper
9
Working paper / National Bureau of Economic Research, Inc
9
Human resource management
8
Journal of Financial Economics
8
Journal of management studies : JMS
8
The journal of corporate finance : contracting, governance and organization
8
European journal of operational research : EJOR
7
Frontiers of business research in China : selected publications from Chinese universities
7
Research Paper Series / Finance Discipline Group, Business School
7
Review of Financial Studies
7
Journal of Finance
6
Technological forecasting & social change : an international journal
6
The international journal of human resource management
6
Applied Energy
5
International journal of production economics
5
Journal of Empirical Finance
5
Journal of Occupational and Organizational Psychology
5
Journal of economic behavior & organization : JEBO
5
Journal of economic theory
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
5
Nankai Business Review International
5
Nankai business review international
5
University of British Columbia, Finance Working Paper
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
4
Economic modelling
4
more ...
less ...
Source
All
ECONIS (ZBW)
558
RePEc
130
OLC EcoSci
101
Other ZBW resources
30
EconStor
5
BASE
4
USB Cologne (business full texts)
1
USB Cologne (EcoSocSci)
1
more ...
less ...
Showing
1
-
10
of
830
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal dynamic momentum strategies
Li, Kai
;
Liu, Jun
- In:
Operations research
70
(
2022
)
4
,
pp. 2054-2068
Persistent link: https://www.econbiz.de/10013366412
Saved in:
2
Extrapolative asset pricing
Li, Kai
;
Liu, Jun
- In:
Journal of economic theory
210
(
2023
),
pp. 1-47
Persistent link: https://www.econbiz.de/10014422547
Saved in:
3
Portfolio selection with inflation-linked bonds and indexation lags
Li, Kai
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012312637
Saved in:
4
Nonlinear effect of sentiment on momentum
Li, Kai
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535145
Saved in:
5
Profitability of time series momentum
He, Xue-zhong
;
Li, Kai
- In:
Journal of banking & finance
53
(
2015
),
pp. 140-157
Persistent link: https://www.econbiz.de/10011377714
Saved in:
6
Market sentiment and paradigm shifts
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
-
2015
Persistent link: https://www.econbiz.de/10011344305
Saved in:
7
Optimal time series momentum
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344325
Saved in:
8
Time series momentum and market stability
He, Xue-zhong
;
Li, Kai
-
2014
Persistent link: https://www.econbiz.de/10010349290
Saved in:
9
Herding, trend chasing and market volatility
Di Guilmi, Corrado
;
He, Xue-zhong
;
Li, Kai
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 349-373
Persistent link: https://www.econbiz.de/10010486646
Saved in:
10
National culture and the value implications of corporate environmental and social performance
Griffin, Dale
;
Guedhami, Omrane
;
Li, Kai
;
Lu, Guangli
- In:
The journal of corporate finance : contracting, …
71
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013169800
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->