| So What Orders Do Informed Traders Use?* R Kaniel, H Liu Journal of Business, 2006 | 480 | 2006 |
| Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets H Liu Journal of Finance, 2004 | 375 | 2004 |
| Optimal Portfolio Selection with Transaction Costs and Finite Horizons H Liu, M Loewenstein Review of Financial Studies, 2002 | 358 | 2002 |
| Lifetime Consumption and Investment: Retirement and Constrained Borrowing P Dybvig, H Liu | 264 | 2010 |
| Rational Inattention and Portfolio Selection L Huang, H Liu | 225 | 2007 |
| Liquidity Premia and Transaction Costs ML BGYU JANG, H KEUN KOO, H Liu | 190* | 2007 |
| Option Pricing with an Illiquid Underlying Asset Market H Liu, J Yong | 169 | 2005 |
| An Analysis of VaR-based Capital Requirements D Cuoco, H Liu | 165 | 2006 |
| Equilibrium Forward Contracts on Non-storable Commodities in the Presence of Market Power L Dong, H Liu | 126 | 2007 |
| Limited Participation and Consumption-Saving Puzzles: A Simple Explanation and the Role of Insurance T Gormley, H Liu, G Zhou | 117 | 2010 |
| A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements D Cuoco, H Liu Mathematical Finance, 2000 | 98 | 2000 |
| Optimal Consumption of a Divisible Durable Good D Cuoco, H Liu Journal of Economic and Dynamic Control 24, 2000 | 68 | 2000 |
| Market Making with Asymmetric Information and Inventory Risk H Liu, Y Wang | 60* | |
| Verification Theorems for Models of Optimal Consumption and Investment with Retirement and Constrained Borrowing P Dybvig, H Liu | 43 | 2011 |
| Solvency Constraint, Underdiversification, and Idiosyncratic Risks H Liu Journal of Financial and Quantitative Analysis, 2014 | 41 | 2014 |
| Illiquidity, Position Limits, and Optimal Investment for Mutual Funds M Dai, H Jin, H Liu | 33 | 2011 |
| Portfolio Choice with Market Closure and Implications for Liquidity Premia M Dai, P Li, H Liu, Y Wang | 32* | |
| Market Crashes, Correlated Illiquidity, and Portfolio Choice H Liu, M Loewenstein | 29 | 2013 |
| Optimal Tax-timing with Asymmetric Long-term/Short-term Capital Gains Tax M Dai, H Liu, C Yang, Y Zhong | 28* | |
| Short-sale Constraints, Bid-Ask Spreads, and Information Acquisition H Liu, Y Wang | 4* | |
