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Hong Liu

Global rank #8317 90%

Institution: Washington University in St. Louis

Primary Field: Finance (weighted toward more recent publications)

First Publication: 2000

Most Recent: 2023

RePEc ID: pli314 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.50 0.00 0.50
Last 10 Years 0.00 0.00 0.50 0.00 0.50
All Time 0.00 4.19 3.52 0.00 11.90

Publication Statistics

Raw Publications 9
Coauthorship-Adjusted Count 7.74

Publications (9)

Year Article Journal Tier Authors
2023 A Rational Theory for Disposition Effects Review of Economic Dynamics B 4
2010 Lifetime consumption and investment: Retirement and constrained borrowing Journal of Economic Theory A 2
2010 Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance Journal of Financial Economics A 3
2007 Liquidity Premia and Transaction Costs Journal of Finance A 4
2007 Rational Inattention and Portfolio Selection Journal of Finance A 2
2006 An analysis of VaR-based capital requirements Journal of Financial Intermediation B 2
2005 Option pricing with an illiquid underlying asset market Journal of Economic Dynamics and Control B 2
2002 Optimal Portfolio Selection with Transaction Costs and Finite Horizons The Review of Financial Studies A 2
2000 Optimal consumption of a divisible durable good Journal of Economic Dynamics and Control B 2