Fred Liu

Fred Liu

University of Guelph - Guelph / Canada
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5202494
person_outline Fred Liu's MOST POPULAR ARTICLES
1-) Intraday market predictability: A machine learning approachD Huddleston, F Liu, L StentoftJournal of Financial Econometrics 21 (2), 485-527, 2023102023
2-) Regulatory capital and incentives for risk model choice under Basel 3F Liu, L StentoftJournal of Financial Econometrics 19 (1), 53-96, 202192021
3-) Quantile Machine Learning and the Cross-Section of Stock ReturnsF LiuAvailable at SSRN 4491887, 202322023
4-) Intraday Stock Predictability EverywhereF Liu, L StentoftAvailable at SSRN 4496917, 202312023
5-) Can the Premium for Idiosyncratic Tail Risk be Explained by Exposures to its Common Factor?F LiuAvailable at SSRN 3711215, 202012020