Xuquan Li

Harvest Fund Management Co., Ltd.

Beijing

China

SCHOLARLY PAPERS

2

DOWNLOADS

51

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Buy in May and Sell on St. Leger Day? The Reversal Halloween Effect in QMJ

Number of pages: 7 Posted: 05 Dec 2019 Last Revised: 04 Feb 2020
Harvest Fund Management Co., Ltd., Peking University - Guanghua School of Management, Harvest Fund Management Co., Ltd. and Harvest Fund Management Co., Ltd.
Downloads 33 (470,020)

Abstract:

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Halloween effect; Quality-minus-junk; Seasonality; Stock market

2.

有限关注度下科技关联的定价作用 (The Role of Technological Links in Asset Pricing Under Limited Attention Assumption)

Number of pages: 26 Posted: 21 Nov 2019
Xuquan Li, Zili Zhang and Xuejun Zhao
Harvest Fund Management Co., Ltd., Harvest Fund Management Co., Ltd. and Harvest Fund Management Co., Ltd.
Downloads 18 (553,154)

Abstract:

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Technological Links, Security Analysts, Trading Strategies, Limited Attention