Pengfei Liu

China Jiliang University

  • China Jiliang University

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

The Trend Premium Around the World: Evidence from the Stock Market

Number of pages: 62 Posted: 26 May 2020 Last Revised: 25 Oct 2022
Hai Lin, Pengfei Liu and Cheng Zhang
Victoria University of Wellington - Te Herenga Waka - School of Economics & Finance, China Jiliang University and University of Denver
Downloads 345 (169,514)

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Trend premium; Momentum; Information uncertainty; International

2.

Peer Effects in Corporate Diversification

Number of pages: 64 Posted: 09 Dec 2022 Last Revised: 09 Jan 2023
Pengfei Liu, Zonghao Chen, Mouhammed Tahir Suleman and Michael O'Connor Keefe
China Jiliang University, Guangdong University of Foreign Studies - School of Finance, Department of Accounting and Finance, University of Otago and Victoria University of Wellington - Te Herenga Waka
Downloads 128 (425,539)

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Corporate diversification; Peer effects; Product market competition; Capital reallocation.