Research output per year
Research output per year
Research output
- 9 Article
Search results
-
2025
Optimizing currency factors
Fan, M., Kearney, F., Li, Y. & Liu, J., 01 Jul 2025, (Early online date) In: The Financial Review. 26 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Downloads (Pure) -
Understanding the performance of currency basis-momentum
Fan, M., Han, X., Li, A. & Liu, J., 13 Apr 2025, (Early online date) In: European Financial Management. 27 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus)26 Downloads (Pure) -
2023
Time series reversal in trend‐following strategies
Liu, J. & Papailias, F., 01 Jan 2023, In: European Financial Management. 29, 1, p. 76-108 33 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile5 Citations (Scopus)265 Downloads (Pure) -
2022
A reexamination of factor momentum: how strong is it?
Fan, M., Li, Y., Liao, M. & Liu, J., Aug 2022, In: The Financial Review. 57, 3, p. 585-615 31 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile9 Citations (Scopus)205 Downloads (Pure) -
Momentum and the cross-section of stock volatility
Fan, M., Kearney, F., Li, Y. & Liu, J., Dec 2022, In: Journal of Economic Dynamics and Control. 144, 30 p., 104524.Research output: Contribution to journal › Article › peer-review
Open AccessFile4 Citations (Scopus)264 Downloads (Pure) -
2021
Direction-of-change forecasting in commodity futures markets
Liu, J., Papailias, F. & Quinn, B., Mar 2021, In: International Review of Financial Analysis. 74, 101677.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus)275 Downloads (Pure) -
Return signal momentum
Papailias, F., Liu, J. & Thomakos, D. D., 09 Feb 2021, In: Journal of Banking & Finance. 124, 106063.Research output: Contribution to journal › Article › peer-review
Open AccessFile9 Citations (Scopus)327 Downloads (Pure) -
2018
Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches
Fan, M., Li, Y. & Liu, J., Dec 2018, In: Research in International Business and Finance. 46, p. 131-140Research output: Contribution to journal › Article › peer-review
Open AccessFile14 Citations (Scopus)468 Downloads (Pure) -
2017
The Baltic Dry Index: cyclicalities, forecasting and hedging strategies
Papailias, F., Thomakos, D. & Liu, J., Feb 2017, In: Empirical Economics. 52, 1, p. 255-282Research output: Contribution to journal › Article › peer-review
Open AccessFile44 Citations (Scopus)3609 Downloads (Pure)