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Global flow of funds and uncertainty : focus on the cross‐border financing

Zhang, Nan; Zhu, Li - In: Advanced studies in economic sciences : information …, (pp. 11-31). 2019

Persistent link: https://www.econbiz.de/10012386968

Dependence and risk spillover effect of China's exchange market

Liu, Chao; Zhang, Ruixue - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 1, pp. 214-243

Persistent link: https://www.econbiz.de/10012802066

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

Portfolio selection in stochastic environments

Liu, Jun - In: The review of financial studies 20 (2007) 1, pp. 1-39

Persistent link: https://www.econbiz.de/10003403670

Strategic informed trades, diversification, and expected returns

Caskey, Judson; Hughes, John S.; Liu, Jun - In: The accounting review : a publication of the American … 90 (2015) 5, pp. 1811-1837

Persistent link: https://www.econbiz.de/10011375825

Optimal convergence trade strategies

Liu, Jun; Timmermann, Allan - In: The review of financial studies 26 (2013) 4, pp. 1048-1086

Persistent link: https://www.econbiz.de/10009752207

Risky arbitrage strategies : optimal portfolio choice and economic implications

Liu, Jun; Van Reenen, John; Timmermann, Allan - 2009

Persistent link: https://www.econbiz.de/10003830654

Losing money on arbitrage : optimal dynamic portfolio choice in markets with arbitrage opportunities

Liu, Jun; Longstaff, Francis A. - In: The review of financial studies 17 (2004) 3, pp. 611-642

Persistent link: https://www.econbiz.de/10002148881

Why stocks may disappoint

Ang, Andrew; Bekaert, Geert; Liu, Jun - In: Journal of financial economics 76 (2005) 3, pp. 471-508

Persistent link: https://www.econbiz.de/10002878239

Dynamic derivative strategies

Liu, Jun; Pan, Jun - In: Journal of financial economics 69 (2003) 3, pp. 401-430

Persistent link: https://www.econbiz.de/10001787696

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