Xuan Liang

Australian National University (ANU), Research School of Finance, Actuarial Studies and Statistics

Lecturer

Canberra, Australian Capital Territory 2601

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

589

SSRN CITATIONS
Rank 35,338

SSRN RANKINGS

Top 35,338

in Total Papers Citations

26

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Common Risk Factors in the Returns on Cryptocurrencies

Number of pages: 25 Posted: 21 May 2019
Weiyi Liu, Xuan Liang and Guowei Cui
Capital University of Economics and Business - School of Finance, Australian National University (ANU), Research School of Finance, Actuarial Studies and Statistics and Huazhong University of Science and Technology
Downloads 323 (172,528)
Citation 24

Abstract:

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Cryptocurrency; Market return; Size; Momentum; Factor model

2.

Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects

Number of pages: 35 Posted: 20 Nov 2019
Xuan Liang, Jiti Gao and Xiaodong Gong
Australian National University (ANU), Research School of Finance, Actuarial Studies and Statistics, Monash University - Department of Econometrics & Business Statistics and University of Canberra
Downloads 182 (301,572)
Citation 3

Abstract:

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concentrated quasi-maximum likelihood estimation, local linear estimation, time-varying coefficient

3.

Inter-City Spillover and Intra-City Agglomeration Effects Among Local Labour Markets in China

IZA Discussion Paper No. 12329
Number of pages: 36 Posted: 21 May 2019
Xiaodong Gong, Jiti Gao and Xuan Liang
Australian National University (ANU) - School of Economics, Monash University - Department of Econometrics & Business Statistics and Australian National University (ANU), Research School of Finance, Actuarial Studies and Statistics
Downloads 54 (681,443)

Abstract:

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agglomeration economy, spill-over, spatial econometrics, fixed-effects

4.

Inter-City Spillover and Intra-City Agglomeration Effects Among Local Labour Markets in China

Number of pages: 34 Posted: 29 May 2019
Xiaodong Gong, Jiti Gao and Xuan Liang
University of Canberra, Monash University - Department of Econometrics & Business Statistics and Australian National University (ANU), Research School of Finance, Actuarial Studies and Statistics
Downloads 30 (849,821)
Citation 1

Abstract:

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agglomeration economy, spill-over, spatial econometrics, fixed-effects