Naiping Liu

University of Pennsylvania - Statistics Department

Wharton School

Philadelphia, PA 19104

United States

SCHOLARLY PAPERS

2

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573

SSRN CITATIONS
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Top 37,510

in Total Papers Citations

16

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.
Downloads 514 ( 59,035)
Citation 9

Is the Value Spread a Useful Predictor of Returns?

Simon Business School Working Paper No. FR 04-11, Ross School of Business Paper No. 1051
Number of pages: 30 Posted: 19 Apr 2004
Naiping Liu and Lu Zhang
University of Pennsylvania - Statistics Department and Ohio State University - Fisher College of Business
Downloads 409 (77,284)
Citation 9

Abstract:

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The Value Spread, Predictability, Business Cycles

Is the Value Spread a Useful Predictor of Returns?

Forthcoming, Journal of Financial Markets
Number of pages: 29 Posted: 09 Apr 2007
Naiping Liu and Lu Zhang
University of Pennsylvania - Statistics Department and Ohio State University - Fisher College of Business
Downloads 105 (280,941)

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The Value Spread, Time Series Predictability, Business Cycles

2.

The Value Spread as a Predictor of Returns

NBER Working Paper No. w11326
Number of pages: 42 Posted: 13 Jun 2005 Last Revised: 23 Jun 2005
Naiping Liu and Lu Zhang
University of Pennsylvania - Statistics Department and Ohio State University - Fisher College of Business
Downloads 59 (390,844)

Abstract:

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