| Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches M Fan, Y Li, J Liu Research in International Business and Finance 46, 131-140, 2018 | 22 | 2018 |
| A reexamination of factor momentum: How strong is it? M Fan, Y Li, M Liao, J Liu Financial Review 57 (3), 585-615, 2022 | 15 | 2022 |
| Momentum and the Cross-section of Stock Volatility M Fan, F Kearney, Y Li, J Liu Journal of Economic Dynamics and Control 144, 104524, 2022 | 12 | 2022 |
| Currency Return Predictability: Utilising Forward Curve Information A Li, J Liu, M Fan | | 2024 |
| Understanding the Performance of Currency Basis-Momentum M Fan, X Han, A Li, J Liu Available at SSRN 4925173, 2024 | | 2024 |
| Optimising Currency Factors M Fan, F Kearney, Y Li, J Liu Available at SSRN 4965896, 2023 | | 2023 |
| Risk-adjusted Momentum, Portfolio Optimisation and Multiple Hypothesis Testing Controls in Financial Markets M Fan, F Kearney, J Liu Queen's University Belfast, 2022 | | 2022 |
| Research in International Business and Finance A Zaremba, J Shemer | | 2016 |
Youwei LiHull University Business SchoolВерификована је имејл адреса на hull.ac.uk