Huaigang Long

Zhejiang University

38 Zheda Road

Hangzhou, Zhejiang 310058

China

SCHOLARLY PAPERS

4

DOWNLOADS

523

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Short-Term Momentum (Almost) Everywhere

Number of pages: 64 Posted: 14 Mar 2019
Pozna? University of Economics and Business, University of Dubai and Zhejiang University
Downloads 398 (85,109)
Citation 1

Abstract:

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short-term momentum, short-term reversal, early asset prices, long-term historical returns, equities, government bonds, treasury bills, currency, commodities

2.

Beware of the Crash Risk: Tail Beta and the Cross-Section of Stock Returns in China

Number of pages: 30 Posted: 08 Apr 2019 Last Revised: 03 May 2019
Huaigang Long, Adam Zaremba and Yuexiang Jiang
Zhejiang University, Pozna? University of Economics and Business and Zhejiang University - College of Economics
Downloads 93 (317,597)
Citation 1

Abstract:

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Systematic Tail Risk, Tail Beta, Extreme Value Theory, China, Equity Market, Asset Pricing, Return Predictability, Low-Risk Anomaly

3.

U.S. Trade Policy Uncertainty and Expected Stock Returns of Chinese Listed Companies

Number of pages: 24 Posted: 30 Jun 2020
Yuexiang Jiang, Yiming Dai, Huaigang Long and Yanjian Zhu
Zhejiang University - College of Economics, Zhejiang University, Zhejiang University and Zhejiang University
Downloads 29 (537,719)

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U.S. Trade Policy Uncertainty, Chinese Stock Markets, Return Predictability, Asset Pricing, Vector Auto-regression Models

4.

Bond Yield Changes and the Cross-Section of Global Equity Returns

Number of pages: 50
Pozna? University of Economics and Business, Fordham University, Griffith University and Zhejiang University
Downloads 3

Abstract:

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government bonds, equity indices, bond yield changes, international markets, asset pricing, equity anomalies, return predictability, the cross-section of stock returns