Liyao Wang

Hong Kong Baptist University

Hong Kong

  • Hong Kong Baptist University

SCHOLARLY PAPERS

8

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4,724

TOTAL CITATIONS
Rank 16,356

SSRN RANKINGS

Top 16,356

in Total Papers Citations

12

Scholarly Papers (8)

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1.

Time-Series Momentum: Is It There?

Journal of Financial Economics 135, 774-794, 2020
Number of pages: 61 Posted: 06 May 2018 Last Revised: 06 Oct 2020
Dashan Huang, Jiangyuan Li, Liyao Wang and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business, Shanghai University of Finance and Economics, Hong Kong Baptist University and Washington University in St. Louis - John M. Olin Business School
Downloads 2,726 (10,054)
Citation 8

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Time-series momentum; Risk premium; Return predictability; Pooled regression

2.

Are Disagreements Agreeable? Evidence from Information Aggregation

Journal of Financial Economics (JFE) 141, 83-101, 2021
Number of pages: 53 Posted: 04 Dec 2017 Last Revised: 21 Jun 2021
Dashan Huang, Jiangyuan Li and Liyao Wang
Singapore Management University - Lee Kong Chian School of Business, Shanghai University of Finance and Economics and Hong Kong Baptist University
Downloads 944 (50,228)

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Disagreement, Return predictability, PLS, PCA, LASSO, Machine learning

3.

Presidential Economic Approval Rating and the Cross-Section of Stock Returns

Journal of Financial Economics (JFE), Vol. 147, No. 1, 2023
Number of pages: 74 Posted: 17 Mar 2021 Last Revised: 08 Nov 2022
Zilin Chen, Zhi Da, Dashan Huang and Liyao Wang
Southwestern University of Finance and Economics (SWUFE) - School of Finance, University of Notre Dame - Mendoza College of Business, Singapore Management University - Lee Kong Chian School of Business and Hong Kong Baptist University
Downloads 439 (133,313)

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Presidential puzzle, political cycle, presidential economic approval rating, presidential job approval rating, sentiment

4.

Equity and Bond Comovements: A Machine Learning Perspective

Number of pages: 53 Posted: 20 Dec 2023 Last Revised: 29 Nov 2024
Jiangyuan Li, Liyao Wang, Jinqiang Yang and Wei Zhou
Shanghai University of Finance and Economics, Hong Kong Baptist University, Shanghai University of Finance and Economics and Shanghai University of Finance and Economics
Downloads 196 (307,891)

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Stock-bond comovement, Machine Learning, Cross-market hedging

5.

Partisan Conflict and Corporate Credit Spreads: The Role of Political Connection

Journal of Corporate Finance, Vol. 84, 2024
Number of pages: 50 Posted: 27 Apr 2021 Last Revised: 27 Mar 2024
Liyao Wang
Hong Kong Baptist University
Downloads 174 (342,766)
Citation 4

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Partisan conflict, Political connection, Corporate credit spreads

6.

Lending Relationships and Corporate Political Ideology

Number of pages: 1 Posted: 18 Jan 2023
Sibo Liu, Liyao Wang and Mark Yuzhi Yan
Hong Kong Baptist University, Hong Kong Baptist University and Hong Kong Baptist University
Downloads 154 (380,246)

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Banks, Lending relationships, Political ideology

7.

Lottery Preference for Factor Investing in China's A-Share Market *

Number of pages: 47 Posted: 15 Apr 2024 Last Revised: 04 Nov 2024
Liyao Wang
Hong Kong Baptist University
Downloads 91 (565,668)

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JEL Classification: G12, G17 Anomaly, Factor investing, Lottery preference, Big data

8.

Labor Unions and Political Polarization within Firms

Posted: 23 Sep 2022
Zhiwei Chen, Sibo Liu and Liyao Wang
Shanghai University of Finance and Economics, Hong Kong Baptist University and Hong Kong Baptist University

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unions, political contributions, innovation, polarization