Benjamin Liu

Monash University - Department of Accounting and Finance

Current Ph.D. Candidate in Finance

23 Innovation Walk

Wellington Road

Clayton, Victoria 3800

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

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Scholarly Papers (3)

1.

Stock Returns and Consumption Factors in the Australian Market: Cross-Sectional Tests

Australian Journal of Management, Vol. 36, No. 2, 2011
Posted: 05 Feb 2012
Li Bin, Benjamin Liu and Eduardo Roca
affiliation not provided to SSRN, Monash University - Department of Accounting and Finance and Griffith University

Abstract:

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consumption-based CAPM, consumption-wealth ratio, surplus consumption, labour income, conditional model, asset pricing

2.

Securitization in the U.S. And Australia and its Effects on Mortgage Finance: A Comparative Analysis and Some Implications for China

Posted: 17 Oct 2005
Benjamin Liu and Michael T. Skully
Monash University - Department of Accounting and Finance and Monash University - Department of Banking and Finance

Abstract:

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Mortgage securitization, mortgage finance and markets

3.

The Determinants of Mortgage Yield Spread Differentials: Securitization

Journal of Multinational Financial Management, Vol. 15, pp. 314-333
Posted: 13 Sep 2005
Benjamin Liu and Michael T. Skully
Monash University - Department of Accounting and Finance and Monash University - Department of Banking and Finance

Abstract:

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Securitization, Information asymmetry, Yield spreads, Mortgage lenders