Yang Liu

Tsinghua University - School of Economics & Management

Beijing

China

SCHOLARLY PAPERS

3

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Top 35,939

in Total Papers Downloads

1,730

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Trend Factor in China: The Role of Large Individual Trading

Number of pages: 49 Posted: 13 Jun 2019 Last Revised: 25 Jan 2021
Yang Liu, Guofu Zhou and Yingzi Zhu
Tsinghua University - School of Economics & Management, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 784 (40,540)

Abstract:

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

2.

Maximizing the Sharpe Ratio: A Genetic Programming Approach

Number of pages: 55 Posted: 13 Jan 2021
Yang Liu, Guofu Zhou and Yingzi Zhu
Tsinghua University - School of Economics & Management, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 515 (69,974)
Citation 1

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

3.

Technical Analysis in the Stock Market: A Review

Number of pages: 35 Posted: 24 May 2021
University of North Carolina (UNC) at Charlotte - Finance, Tsinghua University - School of Economics & Management, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 431 (87,105)

Abstract:

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