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Jiadong Liu
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Year
The Baltic Dry Index: cyclicalities, forecasting and hedging strategies
F Papailias, DD Thomakos, J Liu
Empirical Economics 52 (1), 255-282, 2017
772017
Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches
M Fan, Y Li, J Liu
Research in International Business and Finance 46, 131-140, 2018
212018
Return Signal Momentum
F Papailias, J Liu, DD Thomakos
Journal of Banking & Finance 124, 106063, 2021
172021
Momentum and the Cross-section of Stock Volatility
M Fan, F Kearney, Y Li, J Liu
Journal of Economic Dynamics and Control 144, 104524, 2022
102022
A reexamination of factor momentum: How strong is it?
M Fan, Y Li, M Liao, J Liu
Financial Review 57 (3), 585-615, 2022
92022
Time Series Reversal in Trend Following Strategies
J Liu, F Papailias
European Financial Management 29 (1), 76-108, 2023
52023
Direction-of-change forecasting in commodity futures markets
J Liu, F Papailias, B Quinn
International Review of Financial Analysis 74, 101677, 2021
2021
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