| So What Orders Do Informed Traders Use?* R Kaniel, H Liu Journal of Business, 2006 | 502 | 2006 |
| Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets H Liu Journal of Finance, 2004 | 392 | 2004 |
| Optimal Portfolio Selection with Transaction Costs and Finite Horizons H Liu, M Loewenstein Review of Financial Studies, 2002 | 389 | 2002 |
| Lifetime Consumption and Investment: Retirement and Constrained Borrowing P Dybvig, H Liu | 295 | 2010 |
| Rational Inattention and Portfolio Selection L Huang, H Liu | 246 | 2007 |
| Liquidity Premia and Transaction Costs ML BGYU JANG, H KEUN KOO, H Liu | 196* | 2007 |
| Option Pricing with an Illiquid Underlying Asset Market H Liu, J Yong | 184 | 2005 |
| An Analysis of VaR-based Capital Requirements D Cuoco, H Liu | 165 | 2006 |
| Limited Participation and Consumption-Saving Puzzles: A Simple Explanation and the Role of Insurance T Gormley, H Liu, G Zhou | 137 | 2010 |
| Equilibrium Forward Contracts on Non-storable Commodities in the Presence of Market Power L Dong, H Liu | 133 | 2007 |
| Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard‐to‐value fundamentals A Detzel, H Liu, J Strauss, G Zhou, Y Zhu Financial management 50 (1), 107-137, 2021 | 129 | 2021 |
| A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements D Cuoco, H Liu Mathematical Finance, 2000 | 101 | 2000 |
| Market Making with Asymmetric Information and Inventory Risk H Liu, Y Wang | 72* | |
| Optimal Consumption of a Divisible Durable Good D Cuoco, H Liu Journal of Economic and Dynamic Control 24, 2000 | 71 | 2000 |
| Recovering the FOMC risk premium H Liu, X Tang, G Zhou Journal of Financial Economics 145 (1), 45-68, 2022 | 48 | 2022 |
| Solvency Constraint, Underdiversification, and Idiosyncratic Risks H Liu Journal of Financial and Quantitative Analysis, 2014 | 48 | 2014 |
| Verification Theorems for Models of Optimal Consumption and Investment with Retirement and Constrained Borrowing P Dybvig, H Liu | 46 | 2011 |
| Portfolio Choice with Market Closure and Implications for Liquidity Premia M Dai, P Li, H Liu, Y Wang | 38* | |
| Illiquidity, Position Limits, and Optimal Investment for Mutual Funds M Dai, H Jin, H Liu | 37 | 2011 |
| Optimal Tax-timing with Asymmetric Long-term/Short-term Capital Gains Tax M Dai, H Liu, C Yang, Y Zhong | 36* | |
