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	Does liquidity risk explain low firm performance following seasoned equity offerings? Journal article Journal of Banking and Finance,2012, volume: 36, issue: 10, pages: 2770-2785 Authors: Bilinski, Pawel; Liu, Weimin; Strong, Norman Favorite \| View/Download：5/0 \| Submit date：2023/12/01 Event studies Liquidity risk Seasoned equity offerings
	Biases in decomposing holding-period portfolio returns Journal article Review of Financial Studies,2008, volume: 21, issue: 5, pages: 2243-2274 Authors: Liu, Weimin; Strong, Norman Favorite \| View/Download：4/0 \| Submit date：2023/12/01
	UK evidence on the characteristics versus covariance debate Journal article European Financial Management,2007, volume: 13, issue: 4, pages: 742-756 Authors: Lee, Edward; Liu, Weimin; Strong, Norman Favorite \| View/Download：3/0 \| Submit date：2023/12/01 Factor loadings Return predictability Size Value
	Post–earnings–announcement Drift in the UK Journal article European Financial Management,2003, volume: 9, issue: 1, pages: 89-116 Authors: Favorite \| View/Download：3/0 \| Submit date：2023/12/01 Earnings surprises Market efficiency Post–earnings–announcement drift
	The profitability of momentum investing Conference paper Journal of Business Finance and Accounting, Bowness, May 27-28, 1999 Authors: Liu, Weimin; Strong, Norman; Xu, Xinzhong Favorite \| View/Download：2/0 \| Submit date：2023/12/01