Jianan Liu

Finance · 2019

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Jianan Liu trusts overall

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

  1. Halbert White
  2. Y. Amihud
  3. Whitney K. Newey
  4. Ken West
  5. Eugene F. Fama
  6. Wei Zhang
  7. Cheol S. Eun

Papers from Jianan Liu's perspective

Ordered by how strongly the researchers Jianan 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. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  3. On the Predictability of Chinese Stock Returns
  4. A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
  5. The five-factor asset pricing model tests for the Chinese stock market
  6. Asset Pricing in China's Domestic Stock Markets: Is There a Logic?
  7. The Cross Section of Expected Stock Returns
  8. Firm size and the gains from acquisitions
  9. The asymptotic variance of semiparametric estimators
  10. Digesting Anomalies: An Investment Approach

Their papers