Items where Author is "Liu, Zhenya"

Article

Horvath, Lajos and Liu, Zhenya and Rice, Gregory and Zhao, Yuqian (2022) Detecting common breaks in the means of high dimensional cross-dependent panels. The Econometrics Journal, 25 (2). pp. 362-383. DOI https://doi.org/10.1093/ectj/utab028

Cao, Ruanmin and Horváth, Lajos and Liu, Zhenya and Zhao, Yuqian (2019) A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis. Review of Quantitative Finance and Accounting, 54 (1). pp. 335-358. DOI https://doi.org/10.1007/s11156-019-00791-x