Liyi Zheng

University of Bristol

SCHOLARLY PAPERS

2

DOWNLOADS

339

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Investment-Momentum: A Two-Dimensional Behavioral Strategy

Number of pages: 33 Posted: 13 Mar 2019
Fangming Xu, Huainan Zhao and Liyi Zheng
University of Bristol, Loughborough University - School of Business and Economics and University of Bristol
Downloads 202 (187,576)

Abstract:

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Investment-momentum, Price momentum, Corporate investment, Mispricing, Behavioral finance

2.

Persistence of Earnings Components and Price Momentum

Number of pages: 47 Posted: 24 Jul 2018 Last Revised: 19 Nov 2019
University of Bristol, Hong Kong Polytechnic University and University of Bristol
Downloads 137 (260,792)

Abstract:

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Earnings components, Accruals, Cash flows, Momentum strategies