2018
Market intraday momentum
Lei Gao, Yufeng Han, Sophia Zhengzi Li, Guofu Zhou
Journal of Financial EconomicsTop-listed
227
cites
Faculty
Sophia Zhengzi Li is a Finance scholar at Rutgers, The State University of New Jersey. Research spans Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling. 40 works, 1.2k citations (h-index 11).
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Position · Rutgers, The State University of New Jersey
Lei Gao, Yufeng Han, Sophia Zhengzi Li, Guofu Zhou
Journal of Financial EconomicsTop-listed
Tim Bollerslev, Sophia Zhengzi Li, Bingzhi Zhao
Journal of Financial and Quantitative Analysis OATop-listed
Tim Bollerslev, Sophia Zhengzi Li, Viktor Todorov
Journal of Financial EconomicsTop-listed