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Yan Liu
Yan Liu
Chair Professor of Finance, Tsinghua University
Verified email at sem.tsinghua.edu.cn - Homepage
Title
Cited by
Cited by
Year
... and the cross-section of expected returns
C Harvey, Y Liu, H Zhu
Review of Financial Studies, 0
1568*
Lucky factors
CR Harvey, Y Liu
Journal of Financial Economics 141 (2), 413-435, 2021
3082021
Backtesting
CR Harvey, Y Liu
Available at SSRN 2345489, 2015
1742015
Evaluating trading strategies
CR Harvey, Y Liu
Available at SSRN 2474755, 2014
1582014
False (and missed) discoveries in financial economics
CR Harvey, Y Liu
The Journal of Finance 75 (5), 2503-2553, 2020
1112020
A census of the factor zoo
CR Harvey, Y Liu
Available at SSRN 3341728, 2019
1072019
Reconstructing the yield curve
Y Liu, JC Wu
Journal of Financial Economics 142 (3), 1395-1425, 2021
812021
Detecting repeatable performance
CR Harvey, Y Liu
The Review of Financial Studies 31 (7), 2499-2552, 2018
692018
Cross-sectional alpha dispersion and performance evaluation
CR Harvey, Y Liu
Journal of Financial Economics 134 (2), 273-296, 2019
472019
An evaluation of alternative multiple testing methods for finance applications
CR Harvey, Y Liu, A Saretto
The Review of Asset Pricing Studies 10 (2), 199-248, 2020
362020
Decreasing returns to scale, fund flows, and performance
CR Harvey, Y Liu
Fund Flows, and Performance (June 21, 2021), 2021
332021
Luck versus skill in the cross section of mutual fund returns: Reexamining the evidence
CR Harvey, Y Liu
The Journal of Finance 77 (3), 1921-1966, 2022
312022
Multiple testing in economics
CR Harvey, Y Liu
Available at SSRN 2358214, 2013
262013
Index option returns and generalized entropy bounds
Y Liu
Journal of financial economics 139 (3), 1015-1036, 2021
242021
Crowding: Evidence from fund managerial structure
CR Harvey, Y Liu, EKM Tan, M Zhu
Available at SSRN 3554636, 2021
202021
Rethinking performance evaluation
CR Harvey, Y Liu
National Bureau of Economic Research, 2016
182016
Decreasing returns to scale, fund flows
CR Harvey, Y Liu
Available at SSRN 2990737, 2017
162017
Diversifying private equity
O Gredil, Y Liu, BA Sensoy
Available at SSRN 3535677, 2020
72020
Luck versus Skill and Factor Selection
CR Harvey, Y Liu
The Fama Portfolio: Selected Papers of Eugene F. Fama, 2017
72017
Does scale impact skill?
CR Harvey, Y Liu
Duke I&E Research Paper, 2016
62016
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Articles 1–20