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Yan Liu
mailing address: 360 Wehner Building, 4218 TAMU, 400 Bizzell St, College Station, TX 77843, USA |
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bio. I received my Ph.D. in finance from Duke University in 2014. My Ph.D. thesis consists of two parts: the first part studies asset market anomalies and proposes new methods to test asset pricing models; the second part develops the concept of generalized entropy and uses it to diagnose macro finance models. Before going to Duke, I obtained my M.A. in statistics (I was a Ph.D. candidate initially) from the University of Minnesota, Twin Cities, and my B.S. in mathematics (with distinction) from Tsinghua University, Beijing. I joined the Finance Department at Texas A&M University in 2014. See my CV for more details. research. My current research interests include empirical and theoretical asset pricing, financial econometrics, macro finance, mutual funds and hedge funds, and financial reporting. teaching. I teach FIN 351, Investment Analysis (undergraduate level) at Texas A&M. The ratings for my course for the previous two years are 4.75/5.00 (2017) and 4.72/5.00 (2016). For course information, please email me at y-liu@mays.tamu.edu. |
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Reasearch Papers
(see my CV
for more publications and bibliographic details) Working Papers
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