Qianqiu Liu

1.5k total citations
30 papers, 1.0k citations indexed

About

Qianqiu Liu is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Qianqiu Liu has authored 30 papers receiving a total of 1.0k indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in Finance, 21 papers in Economics and Econometrics and 10 papers in Accounting. Recurrent topics in Qianqiu Liu's work include Financial Markets and Investment Strategies (22 papers), Market Dynamics and Volatility (14 papers) and Financial Risk and Volatility Modeling (8 papers). Qianqiu Liu is often cited by papers focused on Financial Markets and Investment Strategies (22 papers), Market Dynamics and Volatility (14 papers) and Financial Risk and Volatility Modeling (8 papers). Qianqiu Liu collaborates with scholars based in United States, China and Australia. Qianqiu Liu's co-authors include S. Ghon Rhee, Wei Huang, Wei Huang, Liang Zhang, Ernst Schaumburg, Zhi Da, Ming Liu, Tongshu Ma, Feng Wu and Xinran Zhang and has published in prestigious journals such as Management Science, Review of Financial Studies and Journal of Banking & Finance.

In The Last Decade

Qianqiu Liu

28 papers receiving 965 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Qianqiu Liu United States	13	892	678	349	121	118	30	1.0k
Avi Wohl Israel	15	676 0.8×	434 0.6×	460 1.3×	137 1.1×	100 0.8×	33	874
Dirk Nitzsche United Kingdom	15	724 0.8×	554 0.8×	347 1.0×	102 0.8×	308 2.6×	43	913
Jennifer L. Juergens United States	10	594 0.7×	368 0.5×	361 1.0×	58 0.5×	119 1.0×	19	741
R. Burt Porter United States	5	841 0.9×	474 0.7×	524 1.5×	113 0.9×	94 0.8×	8	986
Arzu Ozoguz United States	9	407 0.5×	306 0.5×	314 0.9×	56 0.5×	106 0.9×	12	596
Mitchell Ratner United States	11	542 0.6×	489 0.7×	142 0.4×	145 1.2×	169 1.4×	25	685
J. Michael Pinegar United States	17	792 0.9×	585 0.9×	492 1.4×	38 0.3×	225 1.9×	37	1.0k
Chris T. Stivers United States	12	1.1k 1.2×	915 1.3×	204 0.6×	53 0.4×	318 2.7×	41	1.2k
P. S. Srinivas United States	5	914 1.0×	458 0.7×	442 1.3×	93 0.8×	83 0.7×	11	986
Rohit Rahi United Kingdom	12	504 0.6×	447 0.7×	236 0.7×	54 0.4×	75 0.6×	28	646

Countries citing papers authored by Qianqiu Liu

Since Specialization

Citations

This map shows the geographic impact of Qianqiu Liu's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Qianqiu Liu with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Qianqiu Liu more than expected).

Fields of papers citing papers by Qianqiu Liu

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Qianqiu Liu. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Qianqiu Liu. The network helps show where Qianqiu Liu may publish in the future.

Co-authorship network of co-authors of Qianqiu Liu

This figure shows the co-authorship network connecting the top 25 collaborators of Qianqiu Liu. A scholar is included among the top collaborators of Qianqiu Liu based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Qianqiu Liu. Qianqiu Liu is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Lee, John B., et al.. (2022). Beta measurement with high frequency returns. Finance research letters. 47. 102632–102632. 1 indexed citations

Zhang, Xinran, et al.. (2020). A revisit to the hedge and safe haven properties of gold: New evidence from China. Journal of Futures Markets. 40(9). 1442–1456. 31 indexed citations

Liu, Qianqiu, et al.. (2019). Industry classification, product market competition, and firm characteristics. Finance research letters. 36. 101319–101319. 20 indexed citations

Cenesizoglu, Tolga, et al.. (2016). Monthly Beta Forecasting with Low‐, Medium‐ and High‐Frequency Stock Returns. Journal of Forecasting. 35(6). 528–541. 15 indexed citations

Liu, Qianqiu, S. Ghon Rhee, & Liang Zhang. (2015). Limits-to-Arbitrage in US Penny Stocks: An Overlooked Segment of US Equity Markets. SSRN Electronic Journal. 1 indexed citations

Chang, Rosita P., et al.. (2014). Saving for Retirement While Having More Nights with Peaceful Sleep: Comparison of Lifecycle and Lifestyle Strategies from Expected Utility Perspective. Financial Services Review. 23(2). 169.

Huang, Wei, Qianqiu Liu, S. Ghon Rhee, & Liang Zhang. (2011). Another look at idiosyncratic volatility and expected returns. 9(4). 26–51. 9 indexed citations

Da, Zhi, Qianqiu Liu, & Ernst Schaumburg. (2011). Decomposing Short-Term Return Reversal. SSRN Electronic Journal. 13 indexed citations

Da, Zhi, Qianqiu Liu, & Ernst Schaumburg. (2011). Decomposing Short-Term Return Reversal. SSRN Electronic Journal. 1 indexed citations

10.

Liu, Qianqiu, S. Ghon Rhee, & Liang Zhang. (2011). On the Trading Profitability of Penny Stocks. SSRN Electronic Journal. 3 indexed citations

11.

Liu, Ming, Qianqiu Liu, & Tongshu Ma. (2010). The 52-Week High Momentum Strategy in International Stock Markets. SSRN Electronic Journal. 20 indexed citations

12.

Liu, Ming, Qianqiu Liu, & Tongshu Ma. (2010). The 52-week high momentum strategy in international stock markets. Journal of International Money and Finance. 30(1). 180–204. 83 indexed citations

13.

Huang, Wei, Qianqiu Liu, S. Ghon Rhee, & Liang Zhang. (2009). Return Reversals, Idiosyncratic Risk, and Expected Returns. SSRN Electronic Journal. 209 indexed citations

14.

Liu, Qianqiu. (2009). On portfolio optimization: How and when do we benefit from high‐frequency data?. Journal of Applied Econometrics. 24(4). 560–582. 11 indexed citations

15.

Huang, Wei, Qianqiu Liu, S. Ghon Rhee, & Feng Wu. (2009). Extreme Downside Risk and Expected Stock Returns. SSRN Electronic Journal. 11 indexed citations

16.

Huang, Wei, et al.. (2009). Return Reversals, Idiosyncratic Risk, and Expected Returns. Review of Financial Studies. 23(1). 147–168. 264 indexed citations

17.

Huang, Wei, Qianqiu Liu, S. Ghon Rhee, & Feng Wu. (2008). Extreme Downside Risk and Expected Stock Returns. SSRN Electronic Journal. 2 indexed citations

18.

Liu, Qianqiu, et al.. (2007). Realized Daily Variance of S&P 500 Cash Index: A Revaluation of Stylized Facts *. Annals of economics and finance. 8(1). 33–56. 7 indexed citations

19.

Boyd, John H., Qianqiu Liu, & Ravi Jagannathan. (2006). The Stock Market's Reaction to Unemployment News, Stock-Bond Return Correlations, and the State of the Economy. 4(4). 73–90. 7 indexed citations

20.

Liu, Qianqiu, et al.. (2005). An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data. SSRN Electronic Journal. 28 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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