| The substitutability of non-fossil energy, potential carbon emission reduction and energy shadow prices in China H Xie, Y Yu, W Wang, Y Liu Energy Policy 107, 63-71, 2017 | 66 | 2017 |
| Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes Z Cui, C Lee, Y Liu European Journal of Operational Research 266 (3), 1134-1139, 2018 | 61 | 2018 |
| The energy rebound effects across China’s industrial sectors: An output distance function approach K Li, N Zhang, Y Liu Applied Energy 184, 1165-1175, 2016 | 56 | 2016 |
| Experimental investigation of two-phase slug flow distribution in horizontal multi-parallel micro-channels Y Liu, W Sun, S Wang Chemical Engineering Science 158, 267-276, 2017 | 33 | 2017 |
| Environmental catching-up, eco-innovation, and technological leadership in China's pilot ecological civilization zones Y Yu, W Wu, T Zhang, Y Liu Technological Forecasting and Social Change 112, 228-236, 2016 | 32 | 2016 |
| American option sensitivities estimation via a generalized infinitesimal perturbation analysis approach N Chen, Y Liu Operations Research 62 (3), 616-632, 2014 | 32 | 2014 |
| On the variance of single-run unbiased stochastic derivative estimators Z Cui, MC Fu, JQ Hu, Y Liu, Y Peng, L Zhu INFORMS Journal on Computing 32 (2), 390-407, 2020 | 20 | 2020 |
| Dynamic risk-sharing game and reinsurance contract design S Chen, Y Liu, C Weng Insurance: Mathematics and Economics 86, 216-231, 2019 | 19 | 2019 |
| Approximate arbitrage-free option pricing under the SABR model N Yang, N Chen, Y Liu, X Wan Journal of Economic Dynamics and Control 83, 198-214, 2017 | 16 | 2017 |
| Media-expressed tone, option characteristics, and stock return predictability CYH Chen, MR Fengler, WK Härdle, Y Liu Journal of Economic Dynamics and Control 134, 104290, 2022 | 14 | 2022 |
| Textual sentiment, option characteristics, and stock return predictability C Chen, MR Fengler, WK Härdle, Y Liu IRTG 1792 Discussion Paper 2018-023, 2018 | 14 | 2018 |
| Can network structure predict cross-sectional stock returns? Evidence from co-attention networks in China X Chen, W Shangguan, Y Liu, S Wang Finance Research Letters 38, 101422, 2021 | 11 | 2021 |
| Raising capital for the family firm for sustainability: Whence the advantage? D Xiang, Y Zhang, AC Worthington, Y Liu Technological Forecasting and Social Change 151, 119822, 2020 | 11 | 2020 |
| Risk measures for variable annuities: A Hermite series expansion approach Z Cui, J Kim, G Lian, Y Liu Journal of management science and engineering 4 (2), 119-141, 2019 | 11 | 2019 |
| Vertical merger, R&D collaboration and innovation K Zhou, R Yan, Y Liu The European Journal of Finance 25 (14), 1289-1308, 2019 | 9 | 2019 |
| Pricing continuously monitored barrier options under the SABR model: a closed-form approximation N Yang, Y Liu, Z Cui Journal of Management Science and Engineering 2 (2), 116-131, 2017 | 8 | 2017 |
| Index futures trading and spot volatility in China: A semiparametric approach with range‐based proxies N Tan, Y Peng, Y Liu, Z Pan Journal of Futures Markets 37 (10), 1003-1030, 2017 | 7 | 2017 |
| Integral representation of vega for American put options Y Liu, Z Cui, N Zhang Finance Research Letters 19, 204-208, 2016 | 4 | 2016 |
| American option sensitivities estimation via a generalized IPA approach N Chen, Y Liu Available at SSRN 1829834, 2012 | 4 | 2012 |
| Monte Carlo methods on American option sensitivities estimation N Chen, Y Liu Chinese University of Hong Kong, 2011 | 3 | 2011 |
