Liyao Wang

Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences

Hong Kong

Hong Kong

SCHOLARLY PAPERS

4

DOWNLOADS
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SSRN RANKINGS

Top 23,552

in Total Papers Downloads

2,667

SSRN CITATIONS
Rank 44,392

SSRN RANKINGS

Top 44,392

in Total Papers Citations

16

CROSSREF CITATIONS

0

Scholarly Papers (4)

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 (HKBU) - Department of Finance and Decision Sciences and Washington University in St. Louis - John M. Olin Business School
Downloads 1,830 (11,227)
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 (HKBU) - Department of Finance and Decision Sciences
Downloads 608 (55,521)

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

Number of pages: 64 Posted: 17 Mar 2021 Last Revised: 18 Aug 2021
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 (HKBU) - Department of Finance and Decision Sciences
Downloads 195 (193,737)

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

Number of pages: 66 Posted: 27 Apr 2021 Last Revised: 22 Sep 2021
Liyao Wang
Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences
Downloads 34 (549,777)

Abstract:

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Partisan conflict, Political polarization, Corporate credit spreads, Political donation