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Liu, Qianqiu's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,294 |
Total
Citations
77 |
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1.
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Decomposing Short-Term Return Reversal
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Da, Zhi
University of Notre Dame - Mendoza College of Business Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York
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Posted:
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12 Feb 10
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Last Revised:
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13 Sep 11
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1,101
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Da, Zhi
University of Notre Dame - Mendoza College of Business Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York
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204
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return reversal, liquidity
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Da, Zhi
University of Notre Dame - Mendoza College of Business Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York
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12 Feb 10
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Last Revised:
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30 Aug 11
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897
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return reversal, liquidity, cash flows, discount rate
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2.
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Return Reversals, Idiosyncratic Risk, and Expected Returns
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Huang, Wei
University of Hawaii at Manoa - Shidler College of Business Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business Rhee, S. Ghon
University of Hawaii at Manoa - Shidler College of Business Zhang, Liang
University of Hawaii at Manoa
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Posted:
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13 Jan 09
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Last Revised:
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29 Jul 10
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392
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49
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Huang, Wei
University of Hawaii at Manoa - Shidler College of Business Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business Rhee, S. Ghon
University of Hawaii at Manoa - Shidler College of Business Zhang, Liang
University of Hawaii at Manoa
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0
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G12, C13
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Huang, Wei
University of Hawaii at Manoa - Shidler College of Business Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business Rhee, S. Ghon
University of Hawaii at Manoa - Shidler College of Business Zhang, Liang
University of Hawaii at Manoa
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392
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49
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return reversal, idiosyncratic risk, expected return
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3.
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Da, Zhi
University of Notre Dame - Mendoza College of Business Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York
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15 Mar 12
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Last Revised:
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06 Dec 12
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390
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1
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Short run reversal, liquidity, sentiment, fundamental news
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4.
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Liu, Ming
Hong Kong Baptist University (HKBU) - Department of Accounting & Law Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business Ma, Tongshu
Binghamton University
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22 Mar 09
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Last Revised:
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26 May 12
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182
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3
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52-week High, Momentum Investing, International Stock Markets
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5.
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Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business
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26 Feb 09
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Last Revised:
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26 May 12
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163
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11
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6.
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Huang, Wei
University of Hawaii at Manoa - Shidler College of Business Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business Rhee, S. Ghon
University of Hawaii at Manoa - Shidler College of Business Wu, Feng
University of Macau - Faculty of Business Administration
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22 Mar 09
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Last Revised:
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17 May 12
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37
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3
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Extreme Downside Risk, Generalized Extreme Value Distribution, Idiosyncratic Volatility, Bankruptcy Risk
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7.
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Huang, Wei
University of Hawaii at Manoa - Shidler College of Business Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business Rhee, S. Ghon
University of Hawaii at Manoa - Shidler College of Business Zhang, Liang
University of Hawaii at Manoa
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20 Mar 09
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Last Revised:
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19 May 12
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28
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9
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idiosyncratic volatility, return reversals
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8.
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Yan Du, Daphne
affiliation not provided to SSRN Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business Rhee, S. Ghon
University of Hawaii at Manoa - Shidler College of Business
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1
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9.
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Huang, Victor
affiliation not provided to SSRN Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business Rhee, S. Ghon
University of Hawaii at Manoa - Shidler College of Business Zhang, Liang
affiliation not provided to SSRN
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Idiosyncratic volatility, January effect, return reversals
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10.
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Boyd, John H.
University of Minnesota - Twin Cities - Carlson School of Management Liu, Qianqiu
University of Hawaii at Manoa - Shidler College of Business Jagannathan, Ravi
Northwestern University - Kellogg School of Management
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Stock-bond correlation, unemployment news, stock market reaction, information in macroeconomic announcements, state of the economy
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Records 1 -
10
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