A Model of Momentum
ideas.repec.org
Laura Xiaolei Liu & Lu Zhang, "Momentum Profits, Factor Pricing, and Macroeconomic Risk," Review of Financial Studies, Oxford University Press for Society for
Momentum Profits, Factor Pricing, and Macroeconomic Risk
ideas.repec.org
Laura Xiaolei Liu & Lu Zhang, "A Model of Momentum," NBER Working Papers , National Bureau of Economic Research, Inc. Thomas Nitschka,
LinkedIn: Laura Liu - Hong Kong | LinkedIn
Laura Xiaolei Liu, Professor at Hong Kong University of Science and Technology. Hong Kong. More professionals named Laura Liu
LinkedIn: Laura Xiaolei Liu - Hong Kong | LinkedIn
Laura Xiaolei Liu Professor at Hong Kong University of Science and Technology Location Hong Kong Industry Financial Services
Huobi Group Announces Members of the Huobi Chain Expert Advisory...
www.prnewswire.com
These esteemed experts in the blockchain and technology space include Steve Hoffman, Laura Xiaolei Liu, OOI Beng Chin, Don Tapscott, ...
A Model of Momentum by Laura Xiaolei Liu, Lu Zhang :: SSRN
papers.ssrn.com
We offer an investment-based interpretation of price and earnings momentum. The neoclassical theory of investment implies that expected stock returns are tied w
Media coverage and IPO underpricingciteseerx.ist.psu.edu/viewdoc/summary?doi=
citeseerx.ist.psu.edu
BibTeX. @MISC{Liu_mediacoverage, author = {Laura Xiaolei Liu and Ann E. Sherman and Yong Zhang}, title = {Media coverage and IPO underpricing*}, year = ...
Investment-Based Expected Stock Returns by Laura Xiaolei Liu, Toni M....
papers.ssrn.com
We derive and test q-theory implications for cross-sectional stock returns. Under constant returns to scale, stock returns equal levered investment returns, whi
CiteSeerX — The Role of the Media in Initial Public Offerings *
citeseerx.ist.psu.edu
BibTeX. @MISC{Liu08therole, author = {Laura Xiaolei Liu and Ann E. Sherman and Yong Zhang and John Fitzgibbon and Fangjian Fu and Paul Gao and Kai Li ...
Laura Xiaolei Liu - dblp
dblp.uni-trier.de
List of computer science publications by Laura Xiaolei Liu.
Laura Xiaolei Liu - ReplicationWiki
replication.uni-goettingen.de
Laura Xiaolei Liu. From ReplicationWiki. Jump to: navigation, search. Studies published by Laura Xiaolei Liu. Studies lacking replication: ...
EconPapers: Historical market-to-book in a partial adjustment model...
econpapers.repec.org
By Laura Xiaolei Liu; Abstract: Historical market-to-book has been shown to explain current leverage. Prior studies attribute the evidence to market
EconPapers: A Model of Momentum
econpapers.repec.org
By Laura Xiaolei Liu and Lu Zhang; Abstract: Optimal investment of firms implies that expected stock returns are tied with the expected marginal ...
EconPapers: Investment-Based Momentum Profits
econpapers.repec.org
By Laura Xiaolei Liu and Lu Zhang; Abstract: We offer an investment-based explanation of momentum. The neoclassical theory of investment implies that ...
EconPapers: Momentum Profits, Factor Pricing, and Macroeconomic Risk
econpapers.repec.org
By Laura Xiaolei Liu and Lu Zhang; Abstract: Recent winners have temporarily higher loadings than recent losers on the growth rate of industrial production. The
CKGSB and CFA China jointly organized Private Equity Forum
blog.naver.com
The panellists include Dr. Laura Xiaolei Liu, visiting Assistant Professor of Finance at CKGSB; Zheng Yuanyong, Partner of CDH VC; Frank Yi Han, Executive Director of Bohai Industrial Investment Fund Management Co., Ltd; ...
NBER Papers in Law and Economics for M. Ulric Killion's space
mulrickillion.wordpress.com
Laura Xiaolei Liu and Lu Zhang # (AP CF EFG). Estimating the Returns to Urban Boarding Schools: Evidence from SEED Vilsa E. Curto and Roland G. Fryer, Jr. # (ED LS). Under Pressure: Job Security, Resource ...
All web results to the name "Xiaolei Liu"
Laura Xiaolei Liu - VoxChinawww.voxchina.org/show html
www.voxchina.org
Laura Xiaolei Liu is a Professor of Finance and Accounting at Guanghua School of Management, Peking University and Chair of Finance Department. Her paper ...
Summer Institute of Finance
www.cafr-sif.com
Discussant: Laura Xiaolei Liu, Hong Kong University of Science and Technology. Paper 2: Asset-backed securitization in industrial firms—an empirical ...
A Model of Momentum
www.nber.org
A Model of Momentum Laura Xiaolei Liu, Lu Zhang. NBER Working Paper No Issued in January NBER Program(s): AP CF EFG. Optimal investment of firms implies
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