| . |
Liu, Laura Xiaolei's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
5,260 |
Total
Citations
195 |
|
|
|
|
|
1.
|
|
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology Sherman, Ann E.
DePaul University Zhang, Yong
Hong Kong University of Science & Technology (HKUST)
|
| Posted: |
|
14 Mar 06
|
|
Last Revised:
|
|
13 Nov 11
|
|
1,026
(8,908)
|
4
|
|
| |
|
| |
Role of media in finance, IPO, media coverage, underpricing, private information
|
|
|
2.
|
|
Momentum Profits, Factor Pricing, and Macroeconomic Risk
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology Warner, Jerold B.
Simon Graduate School of Business, University of Rochester Zhang, Lu
Ohio State University - Fisher College of Business
|
|
Posted:
|
|
26 Jul 05
|
|
Last Revised:
|
|
29 Jul 10
|
|
600
(19,971)
|
46
|
|
|
|
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology Zhang, Lu
Ohio State University - Fisher College of Business
|
|
0
|
|
|
| |
|
| |
G12, E44
|
|
|
|
|
|
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology Zhang, Lu
Ohio State University - Fisher College of Business
|
|
193
|
46
|
|
| |
|
| |
Momentum, the growth rate of industrial production, macroeconomic risk, the expected-growth risk
|
|
|
|
|
|
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology Warner, Jerold B.
Simon Graduate School of Business, University of Rochester Zhang, Lu
Ohio State University - Fisher College of Business
|
|
407
|
46
|
|
| |
|
| |
Momentum, the growth rate of industrial production, macroeconomic risk, the expected-growth risk
|
|
|
|
|
|
3.
|
|
Investment-Based Expected Stock Returns
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology Whited, Toni M.
University of Rochester - Simon Graduate School of Business Zhang, Lu
Ohio State University - Fisher College of Business
|
|
Posted:
|
|
16 Oct 09
|
|
Last Revised:
|
|
08 Jan 10
|
|
599
(20,012)
|
60
|
|
|
|
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology Whited, Toni M.
University of Rochester - Simon Graduate School of Business Zhang, Lu
Ohio State University - Fisher College of Business
|
|
0
|
|
|
| |
|
| |
q-theory, the cross-section of expected returns, investment-based asset pricing, stock return volatility, structural estimation
|
|
|
|
|
|
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology Whited, Toni M.
University of Rochester - Simon Graduate School of Business Zhang, Lu
Ohio State University - Fisher College of Business
|
|
599
|
60
|
|
| |
|
| |
q-theory, the cross-section of expected returns, investment-based asset pricing, stock return volatility, structural estimation
|
|
|
|
|
|
4.
|
|
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology
|
|
461
(28,391)
|
18
|
|
| |
|
| |
capital structure, trade-off theory, market-timing
|
|
|
5.
|
|
A Model of Momentum
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology Zhang, Lu
Ohio State University - Fisher College of Business
|
|
Posted:
|
|
27 Sep 10
|
|
Last Revised:
|
|
27 Feb 12
|
|
344
(41,028)
|
3
|
|
|
|
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology Zhang, Lu
Ohio State University - Fisher College of Business
|
| Posted: |
|
07 Mar 11
|
|
Last Revised:
|
|
27 Feb 12
|
|
78
|
3
|
|
| |
|
| |
Price Momentum, Earnings Momentum, GMM, Expected Growth, Investment
|
|
|
|
|
|
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology Zhang, Lu
Ohio State University - Fisher College of Business
|
|
16
|
3
|
|
| |
|
| |
|
|
|
|
|
|
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology Zhang, Lu
Ohio State University - Fisher College of Business
|
| Posted: |
|
27 Sep 10
|
|
Last Revised:
|
|
17 Jun 11
|
|
250
|
3
|
|
| |
|
| |
Momentum Profits, Investment-Based Asset Pricing, GMM, Expected Growth
|
|
|
|
|
|
6.
|
|
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology Warner, Jerold B.
Simon Graduate School of Business, University of Rochester Zhang, Lu
Ohio State University - Fisher College of Business
|
|
335
(42,380)
|
10
|
|
| |
|
| |
Expected Growth, Momentum, Risk, Event Study
|
|
|
7.
|
|
Regularities
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology Whited, Toni M.
University of Rochester - Simon Graduate School of Business Zhang, Lu
Ohio State University - Fisher College of Business
|
|
Posted:
|
|
21 Mar 06
|
|
Last Revised:
|
|
04 Aug 10
|
|
293
(49,563)
|
3
|
|
|
|
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology Whited, Toni M.
University of Rochester - Simon Graduate School of Business Zhang, Lu
Ohio State University - Fisher College of Business
|
|
24
|
3
|
|
| |
|
| |
|
|
|
|
|
|
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology Whited, Toni M.
University of Rochester - Simon Graduate School of Business Zhang, Lu
Ohio State University - Fisher College of Business
|
|
269
|
3
|
|
| |
|
| |
Anomalies, Tobin's Q, time-varying expected returns, rational expectations
|
|
|
|
|
|
8.
|
|
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology Sherman, Ann E.
DePaul University Zhang, Yong
Hong Kong University of Science & Technology (HKUST)
|
| Posted: |
|
09 Jan 11
|
|
Last Revised:
|
|
22 Jan 13
|
|
292
(49,760)
|
|
|
| |
|
| |
media coverage, IPO, initial public offering, investor attention, Merton, investor recognition
|
|
|
9.
|
|
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology Mao, Mike Qinghao
Erasmus University Rotterdam Lemmon, Michael L.
University of Utah - Department of Finance
|
| Posted: |
|
24 Aug 09
|
|
Last Revised:
|
|
10 Jun 10
|
|
290
(50,155)
|
|
|
| |
|
| |
Asset-backed securitization, ABS, capital structure, off-balance sheet, SPE, VIE, financing
|
|
|
10.
|
|
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology Li, Erica X. N.
The Stephen M. Ross School of Business at the University of Michigan
|
| Posted: |
|
28 Feb 10
|
|
Last Revised:
|
|
25 May 12
|
|
216
(69,216)
|
4
|
|
| |
|
| |
investment-based asset pricing, intangible assets, structural estimation, R&D, investment specific technological change, adjustment costs, structural estimation, GMM
|
|
|
11.
|
|
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology
|
| Posted: |
|
02 Aug 07
|
|
Last Revised:
|
|
03 Oct 08
|
|
201
(74,475)
|
2
|
|
| |
|
| |
capital structure, trade-off theory, market-timing, partial adjustment, target capital structure
|
|
|
12.
|
|
|
Du, Qianqian
Hong Kong University of Science & Technology (HKUST) - Department of Finance Liu, Laura Xiaolei
Hong Kong University of Science & Technology Shen, Rui
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
|
|
159
(92,960)
|
|
|
| |
|
| |
Capital Structure, Operating Leverage, Cost Structure, Flexibility, Inflexibility
|
|
|
13.
|
|
|
Lemmon, Michael L.
University of Utah - Department of Finance Liu, Laura Xiaolei
Hong Kong University of Science & Technology Mao, Mike Qinghao
Erasmus University Rotterdam Nini, Greg
University of Pennsylvania - Finance Department
|
| Posted: |
|
25 Nov 11
|
|
Last Revised:
|
|
17 Jan 13
|
|
156
(94,605)
|
|
|
| |
|
| |
asset-backed securitization, ABS, capital structure, off-balance sheet, SPE, VIE
|
|
|
14.
|
|
|
Lemmon, Michael L.
University of Utah - Department of Finance Mao, Mike Qinghao
Erasmus University Rotterdam Liu, Laura Xiaolei
Hong Kong University of Science & Technology
|
| Posted: |
|
16 Mar 10
|
|
Last Revised:
|
|
10 Jun 10
|
|
144
(101,590)
|
|
|
| |
|
| |
Asset-backed securitization, ABS, capital structure, off-balance sheet, SPE, VIE, financing
|
|
|
15.
|
|
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology
|
|
104
(131,681)
|
1
|
|
| |
|
| |
Private information, Volatility, Trading volume
|
|
|
16.
|
|
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology Warner, Jerold B.
Simon Graduate School of Business, University of Rochester Zhang, Lu
Ohio State University - Fisher College of Business
|
|
40
(219,987)
|
45
|
|
| |
|
| |
|
|
|
17.
|
|
|
Liu, Laura Xiaolei
Hong Kong University of Science & Technology
|
|
|
|
|
| |
|
| |
capital structure, trade-off theory, market timing, partial adjustment, target capital structure
|
|
