| Regulatory capital and incentives for risk model choice under Basel 3 F Liu, L Stentoft Journal of Financial Econometrics 19 (1), 53-96, 2021 | 11 | 2021 |
| Intraday market predictability: A machine learning approach D Huddleston, F Liu, L Stentoft Journal of Financial Econometrics 21 (2), 485-527, 2023 | 5 | 2023 |
| Quantile Machine Learning and the Cross-Section of Stock Returns F Liu Available at SSRN 4491887, 2023 | 1 | 2023 |
| Can the Premium for Idiosyncratic Tail Risk be Explained by Exposures to its Common Factor? F Liu Available at SSRN 3711215, 2020 | 1 | 2020 |
| Multi-Factor Timing with Deep Learning P Cotturo, F Liu, R Proner Available at SSRN, 2024 | | 2024 |
| Intraday Stock Predictability Everywhere F Liu, L Stentoft Available at SSRN 4496917, 2023 | | 2023 |
| Can AI Read the Minds of Corporate Executives? N Chapados, Z Fan, R Goyenko, IH Laradji, F Liu, C Zhang Available at SSRN, 2023 | | 2023 |
| Essays in Financial Econometrics and Machine Learning F Liu The University of Western Ontario (Canada), 2021 | | 2021 |
| Online Appendix for: Regulatory Capital and Incentives for Risk Model Choice under Basel 3 F Liu, L Stentoft Available at SSRN 3651459, 2020 | | 2020 |
