Sophia Zhengzi Li

发表的论文9 篇，按出版时间

1. 1
   Forecasting and Managing Correlation RisksManagement Science20265
2. 2
   Systematic Momentum: A New Class of Price PatternsManagement Science20252
3. 3
   Anomalies as New Hedge Fund FactorsJournal of Financial and Quantitative Analysis20253
4. 4
   Automated Volatility ForecastingManagement Science202416
5. 5
   When Shareholders Disagree: Trading after Shareholder MeetingsReview of Financial Studies202178
6. 6
   Pervasive underreaction: Evidence from high-frequency dataJournal of Financial Economics202171
7. 7
   Good Volatility, Bad Volatility, and the Cross Section of Stock ReturnsJournal of Financial and Quantitative Analysis2019175
8. 8
   Market intraday momentumJournal of Financial Economics2018229
9. 9
   Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returnsJournal of Financial Economics2016178