Yiqing Dai

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

DOWNLOADS

1,220

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Net Cash Flow Yield and the Cross-Section of Stock Returns

Number of pages: 67 Posted: 24 Jul 2016 Last Revised: 26 Mar 2019
Yiqing Dai
affiliation not provided to SSRN
Downloads 581 (88,511)

Abstract:

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value, profitability, investment, net cash flow yield, stock returns

2.

Coskewness and Reversal of Momentum Returns: The US and International Evidence

Journal of Empirical Finance, Forthcoming
Number of pages: 57 Posted: 20 Oct 2022
Hunan University of Technology and Business, affiliation not provided to SSRN, University of Adelaide, The Chinese University of Hong Kong and Australian National University (ANU)
Downloads 422 (130,294)

Abstract:

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Reversal risk, Coskewness, Momentum

3.

Using Cashflow and Value Spreads to Forecast Long/Short Factor Returns

Number of pages: 34 Posted: 05 Nov 2018
Yiqing Dai, Tariq H. Haque and Ralf Zurbruegg
affiliation not provided to SSRN, University of Adelaide and University of Adelaide
Downloads 217 (260,916)

Abstract:

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Value Spread, Profitability Spread, Investment Spread, Composite Characteristic Spread, Factor Returns