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Commonality in the time-variation of stock-stock and stock-bond return comovements
Connolly, Robert A.; Stivers, Christopher T.; Sun, Licheng - In: Journal of financial markets 10 (2007) 2, pp. 192-218
Persistent link: https://www.econbiz.de/10003510378
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The other January effect : international, style, and subperiod evidence
Stivers, Christopher T.; Sun, Licheng; Sun, Yong - In: Journal of financial markets 12 (2009) 3, pp. 521-546
Persistent link: https://www.econbiz.de/10003873567
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Stock strategies with the January barometer and the yield curve
Sun, Licheng; Stivers, Christopher T.; Kongera, Ajay - In: Journal of investment management : JOIM 11 (2013) 1, pp. 32-49
Persistent link: https://www.econbiz.de/10009744212
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Returns and option activity over the option-expiration week for S&P 100 stocks
Stivers, Christopher T.; Sun, Licheng - In: Journal of banking & finance 37 (2013) 11, pp. 4126-4240
Persistent link: https://www.econbiz.de/10010245590
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Mitigating estimation risk in asset allocation : diagonal models versus 1/N diversification
Stivers, Christopher T.; Sun, Licheng - In: The financial review : the official publication of the … 51 (2016) 3, pp. 403-433
Persistent link: https://www.econbiz.de/10011550915
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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
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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
Persistent link: https://www.econbiz.de/10002699485
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Market cycles and the performance of relative strength strategies
Stivers, Christopher T.; Sun, Licheng - In: Financial management 42 (2013) 2, pp. 263-290
Persistent link: https://www.econbiz.de/10010187928
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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
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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