Xiaohui Liu

Jiangxi University of Finance and Economics

South Lushan Road

Nanchang, Jiangxi 330013

China

SCHOLARLY PAPERS

4

DOWNLOADS

230

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (4)

Nonparametric Tests For Market Timing Ability Using Daily Mutual Fund Returns

Number of pages: 48 Posted: 18 Mar 2020 Last Revised: 29 Sep 2020
Jing Ding, Lei Jiang, Xiaohui Liu and Liang Peng
Harbin Institute of Technology - School of Management, Tsinghua University, Jiangxi University of Finance and Economics and Georgia State University - Risk Management & Insurance Department
Downloads 147 (279,569)
Citation 3

Abstract:

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Coskewness, Market Timing, Mutual Fund

Nonparametric Tests for Market Timing Ability Using Daily Mutual Fund Returns

Number of pages: 42 Posted: 20 Jan 2022
Jing Ding, Lei Jiang, Xiaohui Liu and Liang Peng
Harbin Institute of Technology - School of Management, Tsinghua University, Jiangxi University of Finance and Economics and Georgia State University
Downloads 31 (650,626)

Abstract:

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Market Timing, Mutual Fund, Weighted Nonparametric Measure

2.

Empirical Likelihood-Based Tests for Serial Correlation with Possible Infinite Variance

Number of pages: 35 Posted: 28 Sep 2021 Last Revised: 02 Aug 2022
Yawen Fan, Xiaohui Liu, Ting Luo, Yao Rao and Hanqing Li
Jiangxi University of Finance and Economics, Jiangxi University of Finance and Economics, Jiangxi University of Finance and Economics, The University of Liverpool and Jiangxi University of Finance and Economics
Downloads 28 (653,934)

Abstract:

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Empirical likelihood, GARCH process, Infinite variance, Serial correlation

3.

A Unified Predictability Test Using Weighted Inference And Random Weighted Bootstrap

Number of pages: 42 Posted: 17 Jun 2022
Bingduo Yang, Wei Long, Xiaohui Liu and Liang Peng
Sun Yat-Sen Univeristy, Tulane University - Department of Economics, Jiangxi University of Finance and Economics and Georgia State University - Risk Management & Insurance Department
Downloads 13 (776,518)

Abstract:

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Predictive regressions; random weighted bootstrap; test

4.

A Unified Unit Root Test Regardless of Intercept

Number of pages: 31 Posted: 17 Jun 2022
Bingduo Yang, Xiaohui Liu, Wei Long and Liang Peng
Sun Yat-Sen Univeristy, Jiangxi University of Finance and Economics, Tulane University - Department of Economics and Georgia State University - Risk Management & Insurance Department
Downloads 11 (796,008)

Abstract:

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Autoregressive model, heteroscedasticity, interval estimation, random weighted bootstrap, unit root test