Qianqiu Liu

Finance · 2009–2012

A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 50 citations into it
• Economics and Econometrics — 37 citations into it
• Management Science and Operations Research — 9 citations into it

Whom Qianqiu Liu trusts overall

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

1. Turan G. Bali
2. Mark Grinblatt
3. Tarun Chordia
4. Narasimhan Jegadeesh
5. Andrew Ang

Papers from Qianqiu Liu's perspective

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

1. Momentum, Business Cycle and Time Varying Expected Returns
2. Conditional Skewness in Asset Pricing Tests
3. Idiosyncratic Volatility and the Cross Section of Expected Returns (Journal of Financial and Quantitative Analysis)
4. Prospect Theory, Mental Accounting, and Momentum
5. Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management
6. The Cross‐Section of Expected Stock Returns
7. Generalized autoregressive conditional heteroskedasticity
8. Idiosyncratic Risk Matters
9. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
10. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

Their papers

• Extreme Downside Risk and Expected Stock Returns (2012) — 136 citations
• The 52-Week High Momentum Strategy in International Stock Markets (2011) — 114 citations
• Return Reversals, Idiosyncratic Risk, and Expected Returns (2009) — 397 citations