Details about Hong Liu
Access statistics for papers by Hong Liu.
Last updated 2011-02-02. Update your information in the RePEc Author Service.
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- Managerial Preferences, Corporate Governance, and Financial Structure
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (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 (1)
- 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 in Journal of Economic Dynamics and Control (2000)
- Lifetime consumption and investment: Retirement and constrained borrowing
Journal of Economic Theory, 2010, 145, (3), 885-907 View citations (38)
- 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 (15)
- Liquidity Premia and Transaction Costs
Journal of Finance, 2007, 62, (5), 2329-2366 View citations (48)
- Rational Inattention and Portfolio Selection
Journal of Finance, 2007, 62, (4), 1999-2040 View citations (39)
- An analysis of VaR-based capital requirements
Journal of Financial Intermediation, 2006, 15, (3), 362-394 View citations (33)
- So What Orders Do Informed Traders Use?
The Journal of Business, 2006, 79, (4), 1867-1914 View citations (96)
- Option pricing with an illiquid underlying asset market
Journal of Economic Dynamics and Control, 2005, 29, (12), 2125-2156 View citations (40)
- Optimal Portfolio Selection with Transaction Costs and Finite Horizons
Review of Financial Studies, 2002, 15, (3), 805-835 View citations (67)
- A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements
Mathematical Finance, 2000, 10, (3), 355-385 View citations (16)
- Optimal consumption of a divisible durable good
Journal of Economic Dynamics and Control, 2000, 24, (4), 561-613 View citations (15)
See also Working Paper
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