Observed arrival · 2026-09-30
Mingyang Liu’s interactive asset-pricing research
A finance researcher’s site pairs academic work with five interactive demonstrations of how measurement choices can affect model estimates and portfolio holdings.
- For
- Finance researchers and quantitative asset-pricing readers
- Worth noticing
- Five interactive examples expose how measurement choices can change estimates or portfolio allocations.
Field notes
The page links five interactive demonstrations to Liu’s questions in empirical asset pricing. Controls let visitors move an overlap window, switch between a plain and characteristic-based ruler, or compare portfolios under changes to the measurement convention. One exhibit reports overlap ranges for eight characteristics from 1983–2025 and notes that the group was selected in advance; the page also says this descriptive exhibit comes from the author’s research materials, not a paper hosted there. Links to the job-market paper, CV, data and code, and other research are provided.
Observed signals
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Editorial observations of this landing page, not a rating.
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