Details about Hong Liu

Access statistics for papers by Hong Liu.

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

Short-id: pli314

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 (3)

Undated

2. 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 View citations (2)
3. 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
   See also Journal Article Optimal consumption of a divisible durable good, Journal of Economic Dynamics and Control, Elsevier (2000) View citations (18) (2000)

Journal Articles

2023

1. A Rational Theory for Disposition Effects
   Review of Economic Dynamics, 2023, 47, 131-157 View citations (2)

2010

2. Lifetime consumption and investment: Retirement and constrained borrowing
   Journal of Economic Theory, 2010, 145, (3), 885-907 View citations (80)
3. Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance
   Journal of Financial Economics, 2010, 96, (2), 331-344 View citations (34)

2007

4. Liquidity Premia and Transaction Costs
   Journal of Finance, 2007, 62, (5), 2329-2366 View citations (62)
5. Rational Inattention and Portfolio Selection
   Journal of Finance, 2007, 62, (4), 1999-2040 View citations (72)

2006

6. An analysis of VaR-based capital requirements
   Journal of Financial Intermediation, 2006, 15, (3), 362-394 View citations (37)
7. So What Orders Do Informed Traders Use?
   The Journal of Business, 2006, 79, (4), 1867-1914 View citations (134)

2005

8. Option pricing with an illiquid underlying asset market
   Journal of Economic Dynamics and Control, 2005, 29, (12), 2125-2156 View citations (56)

2002

9. Optimal Portfolio Selection with Transaction Costs and Finite Horizons
   The Review of Financial Studies, 2002, 15, (3), 805-835 View citations (109)

2000

10. A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements
    Mathematical Finance, 2000, 10, (3), 355-385 View citations (22)
11. Optimal consumption of a divisible durable good
    Journal of Economic Dynamics and Control, 2000, 24, (4), 561-613 View citations (18)
    See also Working Paper Optimal Consumption of a Divisible Durable Good, Rodney L. White Center for Financial Research Working Papers