Jiaqi Guo

Birmingham Business School

SCHOLARLY PAPERS

2

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72

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Scholarly Papers (2)

1.

What Can Explain Momentum? Evidence From Decomposition

Number of pages: 66 Posted: 19 Feb 2021 Last Revised: 21 May 2021
Jiaqi Guo, Peng Li and Youwei Li
Birmingham Business School, University of Leeds - Division of Accounting and Finance and Hull University Business School
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Momentum, Momentum Candidate Variables, Momentum Decomposition, Momentum Crashes

2.

Do Culture, Sentiment, and Cognitive Dissonance Explain the ‘Above Suspicion’ Anomalies?

European Financial Management, Vol. 25, Issue 5, pp. 1168-1195, 2019
Number of pages: 28 Posted: 19 May 2020
Ali Altanlar, Jiaqi Guo and Phil Holmes
University of Leeds - Credit Management Research Centre, Birmingham Business School and University of Leeds - Faculty of Business
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cognitive dissonance, culture, investor sentiment, momentum, post‐earnings‐announcement‐drift