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Minyou Fan
Minyou Fan
Queen's Business School
Verified email at qub.ac.uk - Homepage
Title
Cited by
Cited by
Year
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
212018
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
102022
A reexamination of factor momentum: How strong is it?
M Fan, Y Li, M Liao, J Liu
Financial Review 57 (3), 585-615, 2022
92022
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
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Articles 1–5