Fang Liu

Central University of Finance and Economics, Beijing

Central University of Finance and Economics, Beijing

39 South College Road, Beijing

P.R.China

Beijing, 100081

China

SCHOLARLY PAPERS

4

DOWNLOADS

505

CITATIONS

0

Scholarly Papers (4)

1.
Downloads 206 (121,361)

An Anatomy of Fundamental Indexing

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 40 Posted: 14 Mar 2012 Last Revised: 11 Jun 2012
Vrije Universiteit Brussel, Central University of Finance and Economics, Beijing, FEB at KU Leuven and Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences
Downloads 131 (180,834)

Abstract:

fund management, drag, noisy prices

An Anatomy of Fundamental Indexing

Number of pages: 37 Posted: 06 Apr 2012
Vrije Universiteit Brussel, Central University of Finance and Economics, Beijing, FEB at KU Leuven and Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences
Downloads 75 (266,574)

Abstract:

fund management, drag, noisy prices

2.

Exporters' Exposures to Currencies: Beyond the Loglinear Model

Review of Finance, Forthcoming
Number of pages: 36 Posted: 08 Apr 2012 Last Revised: 23 Jul 2015
Kris Boudt, Fang Liu and Piet Sercu
Vrije Universiteit Brussel (VUB), Central University of Finance and Economics, Beijing and FEB at KU Leuven
Downloads 114 (200,487)

Abstract:

Forex, exposure, real options, threshold model

3.

Flawless Fundamental Indexing

Number of pages: 8 Posted: 08 Dec 2009
Fang Liu, Piet Sercu and Tom Vinaimont
Central University of Finance and Economics, Beijing, FEB at KU Leuven and Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences
Downloads 108 (196,649)

Abstract:

fundamental indexing, drag, noisy price, flawed, not

4.

The Safe-Haven Effect in Forward Premia: What Makes a Currency Trustworthy?

25th Australasian Finance and Banking Conference 2012
Number of pages: 29 Posted: 28 Aug 2012
Fang Liu and Piet Sercu
Central University of Finance and Economics, Beijing and FEB at KU Leuven
Downloads 57 (278,975)

Abstract:

forward puzzle, exchange rate regime, base-currency strength, nonstationarity, safe haven