Learning in a changing world: Restless multiarmed bandit with unknown dynamics H Liu, K Liu, Q Zhao IEEE Transactions on Information Theory 59 (3), 1902-1916, 2012 | 168 | 2012 |
On the Marčenko–Pastur law for linear time series H Liu, A Aue, D Paul | 73 | 2015 |
Logarithmic weak regret of non-bayesian restless multi-armed bandit H Liu, K Liu, Q Zhao 2011 IEEE International Conference on Acoustics, Speech and Signal …, 2011 | 58 | 2011 |
Errors in the dependent variable of quantile regression models J Hausman, H Liu, Y Luo, C Palmer Econometrica 89 (2), 849-873, 2021 | 35 | 2021 |
Learning and sharing in a changing world: Non-bayesian restless bandit with multiple players H Liu, K Liu, Q Zhao 2011 Information Theory and Applications Workshop, 1-7, 2011 | 33 | 2011 |
Where have the Paycheck Protection loans gone so far? H Liu, D Volker Liberty Street Economics, 2020 | 24 | 2020 |
Learning in a changing world: Non-bayesian restless multi-armed bandit H Liu, K Liu, Q Zhao Techinal Report, UC Davis, 2010 | 19 | 2010 |
Asset Pricing with Cohort‐Based Trading in MBS Markets N Fusari, W Li, H Liu, Z Song The Journal of Finance 77 (6), 3249-3287, 2022 | 18 | 2022 |
Are stated expectations actual beliefs? New evidence for the beliefs channel of investment demand H Liu, C Palmer National Bureau of Economic Research, 2021 | 15 | 2021 |
The Federal Reserve’s market functioning purchases MJ Fleming, H Liu, R Podjasek, J Schurmeier Economic Policy Review 28 (1), 210-241, 2022 | 14 | 2022 |
Villains or scapegoats? The role of subprime borrowers in driving the US housing boom JN Conklin, WS Frame, K Gerardi, H Liu Journal of Financial Intermediation 51, 100906, 2022 | 13 | 2022 |
Dealers and the dealer of last resort: Evidence from MBS markets in the COVID-19 crisis J Chen, H Liu, A Sarkar, Z Song FRB of New York Staff Report, 2020 | 13 | 2020 |
Defragmenting markets: Evidence from agency MBS H Liu, Z Song, JI Vickery FRB of Philadelphia Working Paper, 2021 | 10 | 2021 |
A monthly peek into Americans’ credit during the COVID-19 pandemic AF Haughwout, D Lee, J Scally, W Van der Klaauw Liberty Street Economics, 2020 | 10 | 2020 |
The housing boom and the decline in mortgage rates H Liu, DO Lucca, D Parker, G Rays-Wahba Liberty Street Economics, 2021 | 8 | 2021 |
Shadow bank and fintech mortgage securitization Y An, L Li, H Liu, Z Song Johns Hopkins Carey Business School Research Paper, 2022 | 7 | 2022 |
Cash-forward arbitrage and dealer capital in MBS markets: COVID-19 and beyond J Chen, H Liu, A Sarkar, Z Song Federal Reserve Bank of New York, 2020 | 6 | 2020 |
Are People Overconfident about Avoiding COVID-19? R Heimer, H Liu, X Zhang Liberty Street Economics, 2020 | 5 | 2020 |
Do government guarantees inhibit risk management? evidence from Fannie Mae and Freddie Mac H Liu | 4 | 2016 |
Social Learning and Sentiment Contagion in the Bitcoin Market B Han, H Liu, P Sui Available at SSRN 4543326, 2023 | 3 | 2023 |