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Index option returns and generalized entropy bounds
Liu, Yan - In: Journal of financial economics 139 (2021) 3, pp. 1015-1036
Persistent link: https://www.econbiz.de/10012693881
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Cross-sectional alpha dispersion and performance evaluation
Harvey, Campbell R.; Liu, Yan - In: Journal of financial economics 134 (2019) 2, pp. 273-296
Persistent link: https://www.econbiz.de/10012166855
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Reconstructing the yield curve
Liu, Yan; Wu, Jing Cynthia - In: Journal of financial economics 142 (2021) 3, pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
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Lucky factors
Harvey, Campbell R.; Liu, Yan - In: Journal of financial economics 141 (2021), pp. 413-435
Persistent link: https://www.econbiz.de/10013259772
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Lucky factors
Harvey, Campbell R.; Liu, Yan - In: Journal of financial economics 141 (2021) 2, pp. 413-435
Persistent link: https://www.econbiz.de/10013259856