Yang Liu

Hunan University - College of Finance and Statistics

Changsha

China

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 11,956

SSRN RANKINGS

Top 11,956

in Total Papers Downloads

7,315

SSRN CITATIONS

5

CROSSREF CITATIONS

3

Scholarly Papers (5)

1.

Technical Analysis in the Stock Market: A Review

Number of pages: 34 Posted: 24 May 2021 Last Revised: 23 Sep 2022
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 3,450 (6,145)
Citation 2

Abstract:

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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 1,735 (18,275)
Citation 3

Abstract:

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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: 58 Posted: 13 Jan 2021 Last Revised: 02 Jan 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 1,202 (31,643)
Citation 5

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Machine Learning, Genetic Programming, Cross-sectional Returns, Portfolio Optimization

4.
Downloads 823 (53,921)
Citation 1

Overnight-Intraday Reversal Everywhere

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 52 Posted: 11 Feb 2016 Last Revised: 13 Sep 2023
Imperial College Business School, University of TorontoTsinghua University - School of Economics and Management, Hunan University - College of Finance and Statistics and Tsinghua University, School of Economics and Management
Downloads 439 (117,611)
Citation 1

Abstract:

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Overnight return, Intraday return, Short-term reversal, Liquidity provision

Overnight-Intraday Reversal Everywhere

Number of pages: 52 Posted: 17 Oct 2023
Imperial College Business School, University of TorontoTsinghua University - School of Economics and Management, Hunan University - College of Finance and Statistics and Tsinghua University, School of Economics and Management
Downloads 384 (137,381)

Abstract:

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Overnight return, Intraday return, Short-term reversal, Liquidity provision

5.

Optimal Portfolio Choice with Estimation Risk: A Genetic Programming Approach

Number of pages: 27 Posted: 16 Jan 2024 Last Revised: 06 Feb 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 105 (451,901)

Abstract:

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Portfolio Optimization, Estimation Risk, Machine Learning, Genetic Programming