... and the cross-section of expected returns C Harvey, Y Liu, H Zhu Review of Financial Studies, 0 | 1612* | |
Lucky factors CR Harvey, Y Liu Journal of Financial Economics 141 (2), 413-435, 2021 | 317 | 2021 |
Backtesting CR Harvey, Y Liu Available at SSRN 2345489, 2015 | 175 | 2015 |
Evaluating trading strategies CR Harvey, Y Liu Available at SSRN 2474755, 2014 | 161 | 2014 |
False (and missed) discoveries in financial economics CR Harvey, Y Liu The Journal of Finance 75 (5), 2503-2553, 2020 | 120 | 2020 |
A census of the factor zoo CR Harvey, Y Liu Available at SSRN 3341728, 2019 | 115 | 2019 |
Reconstructing the yield curve Y Liu, JC Wu Journal of Financial Economics 142 (3), 1395-1425, 2021 | 96 | 2021 |
Detecting repeatable performance CR Harvey, Y Liu The Review of Financial Studies 31 (7), 2499-2552, 2018 | 71 | 2018 |
Cross-sectional alpha dispersion and performance evaluation CR Harvey, Y Liu Journal of Financial Economics 134 (2), 273-296, 2019 | 49 | 2019 |
An evaluation of alternative multiple testing methods for finance applications CR Harvey, Y Liu, A Saretto The Review of Asset Pricing Studies 10 (2), 199-248, 2020 | 39 | 2020 |
Luck versus skill in the cross section of mutual fund returns: Reexamining the evidence CR Harvey, Y Liu The Journal of Finance 77 (3), 1921-1966, 2022 | 34 | 2022 |
Decreasing returns to scale, fund flows, and performance CR Harvey, Y Liu Fund Flows, and Performance (June 21, 2021), 2021 | 33 | 2021 |
Multiple testing in economics CR Harvey, Y Liu Available at SSRN 2358214, 2013 | 26 | 2013 |
Index option returns and generalized entropy bounds Y Liu Journal of financial economics 139 (3), 1015-1036, 2021 | 24 | 2021 |
Crowding: Evidence from fund managerial structure CR Harvey, Y Liu, EKM Tan, M Zhu Available at SSRN 3554636, 2021 | 21 | 2021 |
Rethinking performance evaluation CR Harvey, Y Liu National Bureau of Economic Research, 2016 | 18 | 2016 |
Decreasing returns to scale, fund flows CR Harvey, Y Liu Available at SSRN 2990737, 2017 | 16 | 2017 |
Diversifying private equity O Gredil, Y Liu, BA Sensoy Available at SSRN 3535677, 2020 | 9 | 2020 |
Luck versus Skill and Factor Selection CR Harvey, Y Liu The Fama Portfolio: Selected Papers of Eugene F. Fama, 2017 | 7 | 2017 |
Does scale impact skill? CR Harvey, Y Liu Duke I&E Research Paper, 2016 | 7 | 2016 |