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The Epstein-Zin model with liquidity extension
Liu, Weimin; Luo, Di; Zhao, Huainan - In: The financial review : the official publication of the … 51 (2016) 1, pp. 113-146
Persistent link: https://www.econbiz.de/10011436806
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Transaction costs, liquidity risk, and the CCAPM
Liu, Weimin; Luo, Di; Zhao, Huainan - In: Journal of banking & finance 63 (2016), pp. 126-145
Persistent link: https://www.econbiz.de/10011634184
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Further tests of asset pricing models : liquidity risk matters
Ma, Xiuli; Zhang, Xindong; Liu, Weimin - In: Economic modelling 95 (2021), pp. 255-273
Persistent link: https://www.econbiz.de/10012695989
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Test for market timing using daily fund returns
Jiang, Lei; Liu, Weimin; Peng, Liang - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 184-196
Persistent link: https://www.econbiz.de/10013540664