Shuming Liu

Finance · with Kaniel · 2012–2015

A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Shuming Liu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Y. Amihud
  2. Whitney K. Newey
  3. Akiko Watanabe
  4. Tarun Chordia
  5. Ken West
  6. Masahiro Watanabe
  7. Stefan Nagel
  8. Harrison G. Hong
  9. Doron Avramov
  10. Charles M. Jones

Who trusts Shuming Liu overall

  1. Lorraine Rupande
  2. A. Lawrence
  3. Hailiang Chen
  4. Hilary Tinotenda Muguto
  5. Linda Smith Bamber
  6. Itzhak Venezia

Papers from Shuming Liu's perspective

Ordered by how strongly the researchers Shuming Liu trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  2. Commonality in Liquidity
  3. The investment behavior and performance of various investor types: a study of Finland's unique data set
  4. A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
  5. Liquidity and Autocorrelations in Individual Stock Returns
  6. Investor Sentiment and Stock Returns
  7. Short sales, institutional investors and the cross-section of stock returns
  8. Gone Fishin': Seasonality in Trading Activity and Asset Prices
  9. Time-Varying Liquidity Risk and the Cross Section of Stock Returns
  10. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

Their papers