Liyao Wang

Finance · 2020

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 18 citations into it
• Economics and Econometrics — 9 citations into it
• Management Science and Operations Research — 6 citations into it
• Accounting — 5 citations into it

Whom Liyao Wang trusts overall

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

1. John Y. Campbell
2. Eugene F. Fama
3. J. Lewellen
4. Rossen Valkanov
5. Narasimhan Jegadeesh
6. Amit Goyal
7. Todd E. Clark

Papers from Liyao Wang's perspective

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

1. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Social Science Research Network)
2. Efficient Tests of Stock Return Predictability
3. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
4. Long-horizon regressions: theoretical results and applications
5. Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
6. The Behavior of Stock-Market Prices
7. The Cross Section of Expected Stock Returns
8. Evidence of Predictable Behavior of Security Returns
9. On Estimating the Expected Return on the Market: An Exploratory Investigation
10. Stock Return Predictability: Is it There?

Their papers

• Time series momentum: Is it there? (2020) — 99 citations