Hong Kong
The Hong Kong Polytechnic University
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
ETFs, factor investing, smart beta, data mining
noise trader risk, factor premia, anomaly
Momentum spillovers, return prediction, investor inattention, belief updating.
Cross-firm return predictability, Psychological barrier, 52-week high, Customer momentum
Economic linkage, cross-firm return predictability, credit-rating comovement, market segmentation, market inefficiency
put-call parity, options return predictability
Investor Attention, Mutual Fund Flows, Mutual Fund Portfolio Choice
SEO, Market Timing, Supply Chain, Attention