Liyao Wang

Hong Kong Baptist University

Hong Kong

SCHOLARLY PAPERS

6

DOWNLOADS
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Top 23,053

in Total Papers Downloads

3,896

SSRN CITATIONS
Rank 19,647

SSRN RANKINGS

Top 19,647

in Total Papers Citations

62

CROSSREF CITATIONS

0

Scholarly Papers (6)

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
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 2,505 (9,829)
Citation 8

Abstract:

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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 833 (51,325)

Abstract:

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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 350 (148,559)

Abstract:

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

4.

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

Number of pages: 68 Posted: 27 Apr 2021 Last Revised: 04 Jul 2023
Liyao Wang
Hong Kong Baptist University
Downloads 118 (400,778)

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Partisan conflict, Political connection, Corporate credit spreads

5.

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 90 (483,125)

Abstract:

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Banks, Lending relationships, Political ideology

6.

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

Abstract:

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unions, political contributions, innovation, polarization