Jiadong Liu
TitleCited byYear
The Baltic Dry Index: cyclicalities, forecasting and hedging strategies
F Papailias, DD Thomakos, J Liu
Empirical Economics 52 (1), 255-282, 2017
242017
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
22018
Return Signal Momentum
F Papailias, J Liu, DD Thomakos
Available at SSRN 2971444, 2019
12019
Time Series Reversal in Trend Following Strategies
J Liu, F Papailias
Available at SSRN 2971875, 2017
2017
Research in International Business and Finance
M Fan, Y Li, J Liu
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Articles 1–5