EconPapers    
Economics at your fingertips  
 

Details about Shanglin Lu

Workplace:University of International Business and Economics (UIBE), (more information at EDIRC)

Access statistics for papers by Shanglin Lu.

Last updated 2024-07-06. Update your information in the RePEc Author Service.

Short-id: plu444


Jump to Journal Articles

Working Papers

2021

  1. Asymmetry, tail risk and time series momentum
    Post-Print, HAL View citations (3)
    See also Journal Article Asymmetry, tail risk and time series momentum, International Review of Financial Analysis, Elsevier (2021) Downloads View citations (3) (2021)
  2. SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET
    Post-Print, HAL
    Also in Post-Print, HAL (2021) View citations (1)

    See also Journal Article SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET, Econometric Theory, Cambridge University Press (2022) Downloads View citations (3) (2022)
  3. Trading signal, functional data analysis and time series momentum
    Post-Print, HAL Downloads View citations (2)
    Also in Post-Print, HAL (2021)

    See also Journal Article Trading signal, functional data analysis and time series momentum, Finance Research Letters, Elsevier (2021) Downloads View citations (2) (2021)

2020

  1. Sequential Monitoring of Changes in Housing Prices
    Papers, arXiv.org Downloads

Journal Articles

2024

  1. Local media sentiment towards pollution and its effect on corporate green innovation
    International Review of Financial Analysis, 2024, 94, (C) Downloads View citations (3)

2023

  1. Time series momentum and reversal: Intraday information from realized semivariance
    Journal of Empirical Finance, 2023, 72, (C), 54-77 Downloads View citations (3)

2022

  1. SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET
    Econometric Theory, 2022, 38, (2), 209-272 Downloads View citations (3)
    See also Working Paper SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET, Post-Print (2021) (2021)

2021

  1. Asymmetry, tail risk and time series momentum
    International Review of Financial Analysis, 2021, 78, (C) Downloads View citations (3)
    See also Working Paper Asymmetry, tail risk and time series momentum, Post-Print (2021) View citations (3) (2021)
  2. Trading signal, functional data analysis and time series momentum
    Finance Research Letters, 2021, 42, (C) Downloads View citations (2)
    See also Working Paper Trading signal, functional data analysis and time series momentum, Post-Print (2021) Downloads View citations (2) (2021)
 
Page updated 2025-03-22