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On the optimality of social status seeking

Liu, Chia-ying; Wang, Wei-Neng - In: Economic modelling 93 (2020), pp. 520-525

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The big picture : the industry effect of short interest

Chung, Chune Young; Liu, Chang; Wang, Kainan - In: International review of financial analysis 76 (2021), pp. 1-10

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Detecting the lead-lag effect in stock markets : definition, patterns, and investment strategies

Li, Yongli; Wang, Tianchen; Sun, Baiqing; Liu, Chao - In: Financial innovation : FIN 8 (2022), pp. 1-36

Human activities widely exhibit a power-law distribution. Considering stock trading as a typical human activity in the financial domain, the first aim of this paper is to validate whether the well-known power-law distribution can be observed in this activity. Interestingly, this paper determines...

Persistent link: https://www.econbiz.de/10013272642

Model-free portfolio theory : a rough path approach

Allan, Andrew L.; Cuchiero, Christa; Liu, Chong; … - In: Mathematical finance : an international journal of … 33 (2023) 3, pp. 709-765

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A càdlàg rough path foundation for robust finance

Allan, Andrew L.; Liu, Chong; Prömel, David Johannes - In: Finance and stochastics 28 (2024) 1, pp. 215-257

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Corporate financial portfolio and distress risk : forewarned is forearmed

Chen, Xuesheng; Liu, Caixia; Liu, Zhangxin; Huang, Yongkang - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 6, pp. 1852-1864

Persistent link: https://www.econbiz.de/10014290327