Ming Liu

Duke University

100 Fuqua Drive

Durham, NC 27708-0204

United States

SCHOLARLY PAPERS

6

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CITATIONS
Rank 20,191

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Top 20,191

in Total Papers Citations

15

Scholarly Papers (6)

1.

Volume, Volatility, and Leverage: A Dynamic Analysis

Number of pages: 46 Posted: 12 May 1997
Duke University - Economics Group, Duke University and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 908 (19,341)
Citation 15

Abstract:

2.

Structural Analysis of Labor Market Transitions Using Indirect Inference

Duke University Dept. of Economics Working Paper No. 96-14
Number of pages: 32 Posted: 12 Feb 1997
Mark Yuying An and Ming Liu
Federal National Mortgage Association (Fannie Mae) and Duke University
Downloads 188 (132,146)

Abstract:

3.

Using Indirect Inference to Solve the Initial Conditions Problem

Number of pages: 25 Posted: 22 Apr 1997
Ming Liu and Mark Yuying An
Duke University and Federal National Mortgage Association (Fannie Mae)
Downloads 98 (222,873)

Abstract:

4.

Sorting, Firm Characteristics, and Time-Varying Risk: An Econometric Analysis

Journal of Financial Econometrics, Vol. 6, Issue 1, pp. 49-86, 2008
Posted: 10 Jul 2008
Xinting Fan and Ming Liu
Sun Yat-sen University - School of Business and Duke University

Abstract:

sorting, time-varying risk, firm characteristics, size, book-market ratio

5.

Understanding Size and the Book-Market Ratio: An Empirical Exploration of Berk's Critique

Journal of Financial Research, Forthcoming
Posted: 15 Feb 2005
Ming Liu and Xinting Fan
Duke University and Sun Yat-sen University - School of Business

Abstract:

Size effect, market-book

6.

Residential Mortgage Lending and Borrower Risk: The Relationship Between Mortgage Spreads and Individual Characteristics

The Journal of Real Estate Finance and Economics, Vol. 25, No. 1
Posted: 30 Jun 2002
Duke University, Deceased and The Chinese University of Hong Kong (CUHK) - Department of Finance

Abstract:

credit sorting, individual characteristics, mortgage spread