Licheng Sun

Finance · with Stivers · 2005–2016

A researcher in the Science corpus: 4 papers; trusts 19 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

Whom Licheng Sun trusts overall

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

  1. Diego García
  2. Christoph Memmel
  3. Eugene F. Fama
  4. Andrew Ang
  5. Robert A. Connolly
  6. L. Kodres
  7. Tarun Chordia
  8. Geert Bekaert
  9. Lu Zhang
  10. John Y. Campbell

Who trusts Licheng Sun overall

  1. Thomas Renault
  2. Arzu Ozoguz
  3. Nikolaos Antonakakis
  4. Camila C. Pereira
  5. Xiaoming Li
  6. Hossein Asgharian

Papers from Licheng Sun's perspective

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

  1. Trading Volume and Serial Correlation in Stock Returns
  2. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
  3. Stock Market Risk and Return: An Equilibrium Approach
  4. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  5. A Rational Expectations Model of Financial Contagion
  6. Common risk factors in the returns on stocks and bonds
  7. Regime Switches in Interest Rates
  8. Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
  9. Momentum, Business Cycle and Time Varying Expected Returns
  10. Delta-Hedged Gains and the Negative Market Volatility Risk Premium

Their papers