| Momentum profits and time-varying unsystematic risk X Li, J Miffre, C Brooks, N O’Sullivan Journal of Banking & Finance 32 (4), 541-558, 2008 | 107 | 2008 |
| The value premium and time‐varying volatility X Li, C Brooks, J Miffre Journal of Business Finance & Accounting 36 (9‐10), 1252-1272, 2009 | 60 | 2009 |
| Investor sentiment, limited arbitrage, and the cash holding effect X Li, D Luo Review of Finance 21 (6), 2141-2168, 2017 | 52 | 2017 |
| Financial constraints, stock liquidity, and stock returns X Li, D Luo Journal of International Financial Markets, Institutions and Money 63, 101139, 2019 | 41 | 2019 |
| Low-cost momentum strategies X Li, C Brooks, J Miffre Journal of Asset Management 9 (6), 366-379, 2009 | 33 | 2009 |
| The overreaction hypothesis in the UK market: empirical analysis K Mazouz, X Li Applied Financial Economics 17 (13), 1101-1111, 2007 | 33 | 2007 |
| Increase in cash holdings of US firms: The role of healthcare and technology industries X Li, D Luo Journal of Business Research 118, 286-298, 2020 | 29 | 2020 |
| Idiosyncratic volatility and the pricing of poorly-diversified portfolios J Miffre, C Brooks, X Li International Review of Financial Analysis 30, 78-85, 2013 | 18 | 2013 |
| Transaction costs, trading volume and momentum strategies X Li, C Brooks, J Miffre Available at SSRN 1406475, 2009 | 15 | 2009 |
| Return asymmetry and the cross section of stock returns Z Xu, T Chevapatrakul, X Li Journal of International Money and Finance 97, 93-110, 2019 | 12 | 2019 |
| Default risk, macroeconomic conditions, and the market skewness risk premium Z Xu, X Li, T Chevapatrakul, N Gao Journal of International Money and Finance 127, 102683, 2022 | 6 | 2022 |
| Low-cost momentum strategies C Brooks, X Li, J Miffre ICMA Centre Discussion Papers in Finance. University of Reading, 2007 | 5 | 2007 |
| Idiosyncratic Risk and the Pricing of Poorly-Diversified Portfolios C Brooks, X Li, J lle Miffre Available at SSRN 1855944, 2011 | 3 | 2011 |
| The value premium and time-varying idiosyncratic risk X Li, C Brooks, J Miffre Journal of Business Finance & Accounting 36, 1252-1272, 2009 | 1 | 2009 |
| Idiosyncratic Volatility, Measurement Frequency and Return Reversal X Li Measurement Frequency and Return Reversal (April 29, 2013), 2013 | | 2013 |
| Time Varying Volatility and the Cross-Section of Equity Returns  C Brooks, X Li, J Miffre ICMA Centre Discussion Papers in Finance, 2009 | | 2009 |
| The impact of time-varying idiosyncratic risk and trading costs on momentum and value strategies X Li City University London, 2008 | | 2008 |
| The Value Premium and Time-Varying Unsystematic Risk X Li, C Brooks, J Miffre | | 2007 |
| The Value Premium and Time-Varying Unsystematic Risk C Brooks, X Li, J Miffre ICMA Centre Discussion Papers in Finance, 2007 | | 2007 |
