Yuntian Zhang

Tianjin University

92, Weijin Road

Nankai District

Tianjin, Tianjin 300072

China

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SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Dynamic Momentum Strategies: Return Dispersion and Predictability

Number of pages: 71 Posted: 13 Jun 2025 Last Revised: 04 Jul 2025

Jiatao Liu, Yongjie Zhang, Yuntian Zhang and Shen Zhao

Xi’an Jiaotong-Liverpool University, Tianjin University, Tianjin University and University of Macau

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2.

When Retail Investors Strike: Return Dispersion, Momentum Crashes, and Reversals

Number of pages: 59 Posted: 10 Sep 2025

Jiatao Liu, Yongjie Zhang, Yuntian Zhang and Shen Zhao

Xi’an Jiaotong-Liverpool University, Tianjin University, Tianjin University and University of Macau

Downloads 331 (242,568)

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