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Licheng Sun · Study
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Author
Licheng Sun
6 works
· latest 2020
· 1 institutions
cluster: provisional
ORCID 0000-0001-7118-639X
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Citations
1,291
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Most cited in this library
Stock Market Uncertainty and the Stock-Bond Return Relation
2005 · 655 citations
Stock return predictability and investor sentiment: A high-frequency perspective
2016 · 212 citations
Cross-Sectional Return Dispersion and Time Variation in Value and Momentum Premiums
2010 · 191 citations
Commonality in the time-variation of stock–stock and stock–bond return comovements
2006 · 156 citations
Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry
2020 · 46 citations
Works
6 shown
Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry
International Review of Financial Analysis
·
2020
·
4 authors
46
citations
Stock return predictability and investor sentiment: A high-frequency perspective
Journal of Banking & Finance
·
2016
·
3 authors
·
Open access
212
citations
Cross-Sectional Return Dispersion and Time Variation in Value and Momentum Premiums
Journal of Financial and Quantitative Analysis
·
2010
·
2 authors
·
Open access
191
citations
Commonality in the time-variation of stock–stock and stock–bond return comovements
Journal of Financial Markets
·
2006
·
3 authors
·
Open access
156
citations
Stock Market Uncertainty and the Stock-Bond Return Relation
Journal of Financial and Quantitative Analysis
·
2005
·
3 authors
·
Open access
655
citations
Stock market uncertainty and the relation between stock and bond returns
RePEc: Research Papers in Economics
·
2002
·
2 authors
·
preprint
31
citations