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Details about Hong Liu

Workplace:Olin School of Business, Washington University in St. Louis, (more information at EDIRC)

Access statistics for papers by Hong Liu.

Last updated 2011-02-02. Update your information in the RePEc Author Service.

Short-id: pli314


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Working Papers

2006

  1. Managerial Preferences, Corporate Governance, and Financial Structure
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (2)

Undated

  1. Are Transactions and Market Orders More Important than Limit Orders in the Quote Updating Process?
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (1)
  2. Optimal Consumption of a Divisible Durable Good
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2000)

Journal Articles

2010

  1. Lifetime consumption and investment: Retirement and constrained borrowing
    Journal of Economic Theory, 2010, 145, (3), 885-907 Downloads View citations (38)
  2. Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance
    Journal of Financial Economics, 2010, 96, (2), 331-344 Downloads View citations (15)

2007

  1. Liquidity Premia and Transaction Costs
    Journal of Finance, 2007, 62, (5), 2329-2366 Downloads View citations (48)
  2. Rational Inattention and Portfolio Selection
    Journal of Finance, 2007, 62, (4), 1999-2040 Downloads View citations (39)

2006

  1. An analysis of VaR-based capital requirements
    Journal of Financial Intermediation, 2006, 15, (3), 362-394 Downloads View citations (33)
  2. So What Orders Do Informed Traders Use?
    The Journal of Business, 2006, 79, (4), 1867-1914 Downloads View citations (96)

2005

  1. Option pricing with an illiquid underlying asset market
    Journal of Economic Dynamics and Control, 2005, 29, (12), 2125-2156 Downloads View citations (40)

2002

  1. Optimal Portfolio Selection with Transaction Costs and Finite Horizons
    Review of Financial Studies, 2002, 15, (3), 805-835 View citations (67)

2000

  1. A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements
    Mathematical Finance, 2000, 10, (3), 355-385 Downloads View citations (16)
  2. Optimal consumption of a divisible durable good
    Journal of Economic Dynamics and Control, 2000, 24, (4), 561-613 Downloads View citations (15)
    See also Working Paper
 
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