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Information about:
Hong Liu

Personal Details | Affiliation | Lists | Works
This is information that was supplied by Hong Liu in registering through RePEc. If you are Hong Liu , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Hong
Middle Name:
Last Name: Liu
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RePEc Short-ID: pli314

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Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists or publication compilations:
  1. University of Connecticut Economics MA Alumni

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Ron Kaniel & Hong Liu, . "Are Transactions and Market Orders More Important than Limit Orders in the Quote Updating Process?," Rodney L. White Center for Financial Research Working Papers 16-98, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]

  2. Domenico Cuoco & Hong Liu, . "Optimal Consumption of a Divisible Durable Good," Rodney L. White Center for Financial Research Working Papers 20-98, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
    Published as:

Articles

  1. Lixin Huang & Hong Liu, 2007. "Rational Inattention and Portfolio Selection," Journal of Finance, American Finance Association, vol. 62(4), pages 1999-2040, 08. [Downloadable!] (restricted)

  2. Bong-Gyu Jang & Hyeng Keun Koo & Hong Liu & Mark Loewenstein, 2007. "Liquidity Premia and Transaction Costs," Journal of Finance, American Finance Association, vol. 62(5), pages 2329-2366, October. [Downloadable!] (restricted)

  3. Cuoco, Domenico & Liu, Hong, 2006. "An analysis of VaR-based capital requirements," Journal of Financial Intermediation, Elsevier, vol. 15(3), pages 362-394, July. [Downloadable!] (restricted)

  4. Ron Kaniel & Hong Liu, 2006. "So What Orders Do Informed Traders Use?," Journal of Business, University of Chicago Press, vol. 79(4), pages 1867-1914, July. [Downloadable!]

  5. Liu, Hong & Yong, Jiongmin, 2005. "Option pricing with an illiquid underlying asset market," Journal of Economic Dynamics and Control, Elsevier, vol. 29(12), pages 2125-2156, December. [Downloadable!] (restricted)

  6. Hong Liu, 2004. "Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets," Journal of Finance, American Finance Association, vol. 59(1), pages 289-338, 02. [Downloadable!] (restricted)

  7. Hong Liu & Mark Loewenstein, 2002. "Optimal Portfolio Selection with Transaction Costs and Finite Horizons," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 15(3), pages 805-835.

  8. Cuoco, Domenico & Liu, Hong, 2000. "Optimal consumption of a divisible durable good," Journal of Economic Dynamics and Control, Elsevier, vol. 24(4), pages 561-613, April. [Downloadable!] (restricted)
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This page was last updated on 2009-11-16.

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