Items where Author is "Liao, Yixin"
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Liao, Yixin and Coakley, Jerry and Kellard, Neil (2022) Index tracking and beta arbitrage effects in comovement. International Review of Financial Analysis, 83. p. 102330. DOI https://doi.org/10.1016/j.irfa.2022.102330
Liao, Yixin (2019) Essays on comovement. PhD thesis, University of Essex.