Yang Liu

Hunan University - College of Finance and Statistics

Changsha

China

  • Hunan University - College of Finance and Statistics

SCHOLARLY PAPERS

6

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Top 9,458

in Total Papers Downloads

9,864

TOTAL CITATIONS

15

Scholarly Papers (6)

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1.

Technical Analysis in the Stock Market: A Review

Number of pages: 34 Posted: 24 May 2021 Last Revised: 23 Sep 2022
Yufeng Han, Yang Liu, Guofu Zhou and Yingzi Zhu
University of North Carolina (UNC) at Charlotte - Finance, Hunan University - College of Finance and Statistics, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 5,233 (3,463)
Citation 6

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Technical Analysis, Machine Learning, Genetic Programming, Cross-sectional Returns, Predictability

2.

Trend Factor in China: The Role of Large Individual Trading

Olin Business School Center for Finance & Accounting Research Paper No. Forthcoming
Number of pages: 89 Posted: 13 Jun 2019 Last Revised: 06 Feb 2024
Yang Liu, Guofu Zhou and Yingzi Zhu
Hunan University - College of Finance and Statistics, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 1,999 (16,504)
Citation 3

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Chinese Stock Market, Individual Trading, Factor Model, Anomalies, Mutual Funds

3.

Maximizing the Sharpe Ratio: A Genetic Programming Approach

Number of pages: 66 Posted: 13 Jan 2021 Last Revised: 29 May 2024
Yang Liu, Guofu Zhou and Yingzi Zhu
Hunan University - College of Finance and Statistics, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 1,513 (25,486)
Citation 5

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JEL Classification: G12, G14, G15 Machine Learning, Genetic Programming, Cross-sectional Returns, Portfolio Optimization

4.

Overnight-Intraday Reversal Everywhere

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 62 Posted: 11 Feb 2016 Last Revised: 21 Jul 2024
Chun Liu, Chun Liu, Yang Liu, Tianyu Wang, Guofu Zhou and Yingzi Zhu
University of TorontoTsinghua University - School of Economics and Management, Hunan University - College of Finance and Statistics, Tsinghua University, School of Economics and Management, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 812 (62,121)
Citation 1

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Overnight-Intraday Reversal Everywhere Overnight return, Intraday return, Short-term reversal, Liquidity provision JEL Classification: G11, G12, G15, G20

5.

Optimal Portfolio Choice with Economic Constraints: A Genetic Programming Approach

Number of pages: 50 Posted: 16 Jan 2024 Last Revised: 14 Apr 2024
Yang Liu and Guofu Zhou
Hunan University - College of Finance and Statistics and Washington University in St. Louis - John M. Olin Business School
Downloads 292 (211,897)

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Portfolio Optimization, Estimation Risk, Machine Learning, Genetic Programming

6.

Different Opinion or Information Asymmetry: Machine-based Measure and Consequences

Number of pages: 61 Last Revised: 27 Nov 2024
Yang Liu, Kang Guo and Tianyu Wang
Hunan University - College of Finance and Statistics, Hunan University - College of Finance and Statistics and Tsinghua University, School of Economics and Management
Downloads 15

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Belief Dispersion, Machine Learning, Cross-Section of Stock Returns, Mispricing, liquidity