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Items where Author is "Liu, Zhenya"

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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. ISSN 1368-4221

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. ISSN 0924-865X

This list was generated on Sat May 21 07:31:19 2022 BST.