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	Does liquidity risk explain low firm performance following seasoned equity offerings? 期刊论文 Journal of Banking and Finance,2012, 卷号: 36, 期号: 10, 页码: 2770-2785 作者: Bilinski, Pawel; Liu, Weimin; Strong, Norman 收藏 \| 浏览/下载：13/0 \| 提交时间：2023/12/01 Event studies Liquidity risk Seasoned equity offerings
	Biases in decomposing holding-period portfolio returns 期刊论文 Review of Financial Studies,2008, 卷号: 21, 期号: 5, 页码: 2243-2274 作者: Liu, Weimin; Strong, Norman 收藏 \| 浏览/下载：10/0 \| 提交时间：2023/12/01
	UK evidence on the characteristics versus covariance debate 期刊论文 European Financial Management,2007, 卷号: 13, 期号: 4, 页码: 742-756 作者: Lee, Edward; Liu, Weimin; Strong, Norman 收藏 \| 浏览/下载：9/0 \| 提交时间：2023/12/01 Factor loadings Return predictability Size Value
	Post–earnings–announcement Drift in the UK 期刊论文 European Financial Management,2003, 卷号: 9, 期号: 1, 页码: 89-116 作者: Liu, Weimin; Strong, Norman; Xu, Xinzhong 收藏 \| 浏览/下载：9/0 \| 提交时间：2023/12/01 Earnings surprises Market efficiency Post–earnings–announcement drift
	The profitability of momentum investing 会议论文 Journal of Business Finance and Accounting, Bowness, May 27-28, 1999 作者: Liu, Weimin; Strong, Norman; Xu, Xinzhong 收藏 \| 浏览/下载：3/0 \| 提交时间：2023/12/01