Sophia Z Li

Finance · 2018

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Sophia Z Li trusts overall

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

  1. Y. Amihud

Papers from Sophia Z Li's perspective

Ordered by how strongly the researchers Sophia Z Li trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
  2. Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects＊
  3. A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
  4. Investor Sentiment and the Cross-Section of Stock Returns
  5. Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
  6. A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices
  7. Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
  8. Stock returns and trading at the close
  9. Time-varying short-horizon predictability ☆
  10. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects

Their papers