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- Licheng Sun
- Assistant Professor
- Finance Department
- 2168 Constant Hall
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Norfolk,
VA
23529
- 757-683-6552
- lsun@odu.edu
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Education
- University of Georgia,
2002
- Major: Finance
- Degree: Ph. D.
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Articles
- Sun, L., and Stivers, C. Market Cycles and the Performance of Relative-Strength Strategies. Financial Management
- Sun, L., and The Other January Effect: International, Style, and Subperiod Evidence.
- Sun, L., and Stivers, C. (2010). Cross-sectional Return Dispersion and Time-Variation in Value and Momentum Premiums. Journal of Financial and Quantitative Analysis, 45 (4), (pp. 987-1014).
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Presentations
- Stock Return Predictability under Regime Switches and Model Uncertainty
- Conference Name:
- Date: October, 2007
- Authors/Presenters:
Sun, L.
- Momentum Profits with Regime Shifts in Stock Returns
- Conference Name:
- Date: October, 2005
- Authors/Presenters:
Sun, L.