1. Home
  2. Research
  3. Working Papers

Publications

  1. Market states and International momentum trading strategies, 2006, Quarterly Review of Economics and Finance.
  2. Productivity-based asset pricing: Theory and evidence, 2007, with Ron Balvers, Journal of Financial Economics.
  3. Money and (C)CAPM, 2009, with Ron Balvers, Journal of Financial and Quantative Analysis.
  4. Evaluation of linear asset pricing models by implied portfolio performance, 2009, with Ron Balvers, Journal of Banking and Finance.
  5. Cash, investments and asset returns, 2009, with Fang Wang, Journal of Banking and Finance.
  6. Technology propects and asset returns, 2010, with Paul Hsu, Journal of Empirical Finance.
  7. Sales order backlogs and momentum profits, 2010, with Li Gu, Journal of Banking and Finance.
  8. Transitory Market States and the Joint Occurrence of Momentum and Mean Reversion, 2012, with Ron Balvers and Li Gu, Journal of Financial Research.
  9. Consumption, Money, Intratemporal Substitution, and Cross-sectional Asset Returns, 2013, with Li Bu, Journal of Financial Research.
     

Page updated: 20-Aug-2013

Accessibility Policy

Bryan School of Business and Economics
The University of North Carolina at Greensboro
PO Box 26165
Greensboro, NC 27402-6165
VOICE 336.334.5338
FAX 336.334.5580
EMAIL bryan_school@uncg.edu