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Huiling Liao

Illinois Institute of Technology

Stuart Graduate School of Business

565 W. Adams St.

Chicago, IL 60661

United States

  • Illinois Institute of Technology

SCHOLARLY PAPERS

2

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458

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0

Scholarly Papers (2)

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1.

A Parsimonious Two-Factor Asset Pricing Model:
Theory and Evidence

Number of pages: 37 Posted: 17 Sep 2025 Last Revised: 14 Feb 2026
James W. Kolari, Jianhua Z. Huang, Wei Liu and Huiling Liao
Texas A&M University - Department of Finance, The Chinese University of Hong Kong (CUHK), Texas A&M University - Department of Finance and Illinois Institute of Technology
Downloads 301 (255,791)

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anomalies, asset pricing models, mispricing error, ZCAPM, cross-sectional regression tests

2.

A Quantum Leap in Asset Pricing: Explaining Anomalous Returns

Number of pages: 76 Posted: 31 Oct 2023 Last Revised: 30 Nov 2024
James W. Kolari, Jianhua Z. Huang, Wei Liu and Huiling Liao
Texas A&M University - Department of Finance, The Chinese University of Hong Kong (CUHK), Texas A&M University - Department of Finance and Illinois Institute of Technology
Downloads 157 (485,678)

Abstract:

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anomalies, asset pricing models, cross-sectional regression tests, mispricing error, ZCAPM JEL: G12, C20