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Hong Liu
ORCID
Publication Activity (10 Years)
Years Active: 2016-2019
Publications (10 Years): 3
Top Topics
Black Scholes
Market Data
Risk Neutral
Competitive Market
Top Venues
Manag. Sci.
J. Econ. Theory
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Publications
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Hong Liu
,
Yajun Wang
Asset Pricing Implications of Short-Sale Constraints in Imperfectly Competitive Markets.
Manag. Sci.
65 (9) (2019)
Min Dai
,
Peifan Li
,
Hong Liu
,
Yajun Wang
Portfolio Choice with Market Closure and Implications for Liquidity Premia.
Manag. Sci.
62 (2) (2016)
Hong Liu
,
Yajun Wang
Market making with asymmetric information and inventory risk.
J. Econ. Theory
163 (2016)