Yin Liao
Macquarie University
H-index: 14
Oceania-Australia
Top articles of Yin Liao
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Do commodity futures have a steering effect on the spot stock market in China? New evidence from volatility forecasting | International Review of Financial Analysis | Fei Lu Feng Ma Elie Bouri Yin Liao | 2024/4/4 |
The geopolitical risk premium in the commodity futures market | Journal of Futures Markets | Daxuan Cheng Yin Liao Zheyao Pan | 2023/8 |
Value-Driven Bankers and the Granting of Credit to Green Firms | Available at SSRN 4457192 | Di Bu Matti Keloharju Yin Liao Steven Ongena | 2023/5/23 |
Hedging Tension: The Geopolitical Risk Premium in the Commodity Futures Market | Daxuan Cheng Yin Liao Zheyao Pan | 2023/12 | |
Dynamic tobit models | Econometrics and Statistics | Andew Harvey Yin Liao | 2023/4/1 |
When “time varying” volatility meets “transaction cost” in portfolio selection | Journal of Empirical Finance | E. Li W. Qiao D. Bu A. Gibberd Y. Liao T. Wen | 2023 |
Business Cycles and Portfolio Tail Risk Forecasting | Available at SSRN 4295618 | Clara Zhou Lei Jiao Robert W Faff Yin Liao | 2023 |
Deferred pay: Compliance and productivity with self-selection | Journal of Banking & Finance | Elizabeth Sheedy Le Zhang Yin Liao | 2022/8/30 |
Extreme risk connectedness among global major financial institutions: Links to globalization and emerging market fear | Pacific-Basin Finance Journal | Yin Liao Zheyao Pan | 2022/12/1 |
United States Oil Fund volatility prediction: the roles of leverage effect and jumps | Empirical Economics | Chao Liang Yin Liao Feng Ma Bo Zhu | 2022/5 |
Land Property Rights and Rural Enterprise Growth: Evidence from Land Titling Reform in China | Journal of Development Economics | Di Bu Yin Liao | 2022/2/20 |
Political Corruption, Trust, and Household Stock Market Participation | Journal of Banking and Finance | Di Bu Tobin Hanspal Yin Liao | 2022/2/15 |
An oil futures volatility forecast perspective on the selection of high-frequency jump tests | Energy Economics | Xiafei Li Yin Liao Xinjie Lu Feng Ma | 2022/12/1 |
The pricing of geopolitical risk in cross-sectional commodity returns | Available at SSRN 4009736 | Daxuan Cheng Yin Liao Zheyao Pan | 2022 |
The COVID‐19 pandemic: shocks to human capital and policy responses | Accounting and Finance | Guichuan Deng Jing Shi Yanli Li Yin Liao | 2021 |
Predicting new cases of COVID‐19 and the application to population sustainability analysis | Accounting & Finance | Chengcheng Bei Shiping Liu Yin Liao Gaoliang Tian Zichen Tian | 2021/9 |
Do outliers matter? The predictive ability of average skewness on market returns using robust skewness measures | Accounting & Finance | Xu Chong Bo Jianlei Han Yin Liao Jing Shi Wu Yan | 2021/9 |
Shaming Microloan Delinquents: Evidence from a Field Experiment in China | Management Science | Di Bu Yin Liao | 2021/5 |
Deferred Variable Remuneration-A Solution for the Financial Services Industry? | Available at SSRN 3814623 | Elizabeth A Sheedy Le Zhang Yin Liao | 2021/3/29 |
Risk taking, preferences, and beliefs: Evidence from Wuhan | Di Bu Tobin Hanspal Yin Liao Yong Liu | 2020/12 |
Co-Authors
