Yao Hua Ooi

Finance · 2012–2017

A researcher in the Science corpus: 2 papers; trusts 14 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

• Finance — 29 citations into it; #2,346 of 10,518 by trust here, #2,365 by citations
• Economics and Econometrics — 20 citations into it; #5,647 of 23,481 by trust here, #6,470 by citations
• Accounting — 12 citations into it; #7,105 of 8,970 by trust here, #8,408 by citations

Whom Yao Hua Ooi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. J. Lewellen
2. Lasse Heje Pedersen
3. Bayram Veli Salur
4. Tobias J. Moskowitz
5. Narasimhan Jegadeesh
6. Nicolae Gârleanu
7. Markus K. Brunnermeier
8. Malcolm P. Baker
9. L. Liu
10. D. Ahn

Who trusts Yao Hua Ooi overall

1. A. Levine
2. Saejoon Kim
3. W. Kang
4. Lasse Heje Pedersen
5. Bryan Lim
6. D. Andrei
7. Akindynos-Nikolaos Baltas
8. B. Hurst
9. Alexander M Chinco
10. Stefan Zohren

Papers from Yao Hua Ooi's perspective

Ordered by how strongly the researchers Yao Hua Ooi trusts endorse each paper. Same corpus, a different order for every researcher.

1. Momentum and Autocorrelation in Stock Returns
2. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
3. Margin-Based Asset Pricing and Deviations from the Law of One Price
4. Investor Sentiment and the Cross-Section of Stock Returns
5. Market liquidity and funding liquidity
6. Stock Return Serial Dependence and Out-of-Sample Portfolio Performance
7. Investor sentiment in the stock market
8. Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations
9. Risk Adjustment and Trading Strategies
10. Investor Sentiment Measures

Their papers

• Time Series Momentum (2012) — 1,358 citations
• A Century of Evidence on Trend-Following Investing (2017) — 193 citations