Bo Li

Beijing International Studies University

Beijing, 100024

China

  • Beijing International Studies University

SCHOLARLY PAPERS

2

DOWNLOADS

995

TOTAL CITATIONS

11

Scholarly Papers (2)

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1.

Time Series Momentum and Reversal: Intraday Information From Realized Semivariance

Number of pages: 54 Posted: 22 May 2020 Last Revised: 10 Oct 2022
Zhenya Liu, Shanglin Lu, Bo Li and Shixuan Wang
EM Normandie Business School, University of International Business and Economics - School of Banking and Finance, Beijing International Studies University and University of Reading - Department of Economics
Downloads 930 (55,413)
Citation 11

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Commodity Futures Pricing, Time Series Momentum, Momentum Reversal, Realized Semivariance, High-frequency Data

2.

Decomposing the Asset Pricing Anomalies: Evidence from China

Number of pages: 28 Posted: 18 Feb 2021
Bo Li and Zhenya Liu
Beijing International Studies University and EM Normandie Business School
Downloads 65 (748,259)

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Firm Characteristics, Asset Pricing Anomaly, Large-scale Assets, Functional Principal Component Analysis