Academic Engagement | Publications | [1] Tian, Zhenglei, Yangyi Liu, and Ronghua Luo. Research on the Causes, Evolution and Economic Consequences of Fund Clustering: A Community-based Approach[J]. Journal of Management World, 2025, 41(6): 77-95. (In Chinese) [2] Liu, Yangyi, Zhenglei Tian, and Ronghua Luo. Idiosyncratic volatility and fund investor behaviors: A perspective from the horizon-based decomposition[J]. Journal of Management Science in China, 2025, 3: 162-190. (In Chinese) [3] Liu, Yangyi, Ronghua Luo, and Senyang Senyang. Improving Factor Momentum: Statistical Significance Matters[J]. Economics Letters, 2023, 233: 111444. [4] Tian, Zhenglei, Yangyi Liu, and Ronghua Luo. Industry Concentration and Style Balance: Bidirectional Boost for Fund Value Creation[J]. Journal of Management World, 2023, 39(11): 94-114. (In Chinese) [5] Liu, Yangyi, Ni Liao, and Ronghua Luo. Funds Make Money, but Investors Do Not: The Perception of Return Persistence and Fund Investor Behaviors[J]. China’s Industrial Economics, 2022, 2: 156-174. (In Chinese) |
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Monograph | [1] Shi, Chuan, Yangyi Liu, and Xiangbin Lian, Factor Investing, Publishing House of Electronics Industry, 2020. |
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