Clark Liu

Tsinghua University - PBC School of Finance

No. 43, Chengdu Road

Haidian District

Beijing 100083

China

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 22,135

SSRN RANKINGS

Top 22,135

in Total Papers Downloads

2,272

SSRN CITATIONS
Rank 31,103

SSRN RANKINGS

Top 31,103

in Total Papers Citations

7

CROSSREF CITATIONS

15

Scholarly Papers (10)

1.

Is the Chinese Anti-Corruption Campaign Authentic?

29th Annual Conference on Financial Economics & Accounting 2018, Finance Down Under 2019 Building on the Best from the Cellars of Finance, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53 Posted: 20 May 2016 Last Revised: 20 Dec 2018
John M. Griffin, Clark Liu and Tao Shu
University of Texas at Austin - Department of Finance, Tsinghua University - PBC School of Finance and The Chinese University of Hong Kong, Shenzhen
Downloads 1,010 (22,654)
Citation 12

Abstract:

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Anti-Corruption Campaign, China, Corrupt Managers, Corrutpion Measures, Corporate Culture

2.

Life is Too Short? Bereaved Managers and Investment Decisions

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC, 27th Annual Conference on Financial Economics and Accounting Paper
Number of pages: 69 Posted: 12 Sep 2015 Last Revised: 08 Mar 2020
Tsinghua University - PBC School of Finance, The Chinese University of Hong Kong, Shenzhen, National University of Singapore (NUS) - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 382 (81,382)
Citation 2

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Large Organizations, Life Experience, Bereavement, Investment Decisions, Mutual Fund, Public Firms, Risk Taking, Endogenous Matching

3.

Trading Imbalances and the Relative Prices of Stock Pairs

Number of pages: 26 Posted: 18 Mar 2011
Mark S. Seasholes and Clark Liu
ASU WP Carey School of Business and Tsinghua University - PBC School of Finance
Downloads 286 (112,124)

Abstract:

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Liquidity, Dual-Class Stocks

4.

Do Demand Curves for Stocks Slope Down in the Long Run?

Number of pages: 64 Posted: 10 Aug 2016 Last Revised: 23 Mar 2019
Clark Liu and Baolian Wang
Tsinghua University - PBC School of Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 238 (135,575)
Citation 2

Abstract:

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Long-Term Demand Curve; Divergence of Opinion; Split-Share Structure Reform; A/B Share; Lack of Substitutes

5.

Trading Imbalances, Liquidity, and the Law of One Price

Number of pages: 29 Posted: 19 Mar 2010
Mark S. Seasholes and Clark Liu
ASU WP Carey School of Business and Tsinghua University - PBC School of Finance
Downloads 115 (252,921)
Citation 1

Abstract:

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Law of One Price, Cross-Listings, Order Imbalances

6.

Information Production, Volume, and Return Dynamics

Number of pages: 48 Posted: 02 Dec 2015 Last Revised: 11 Jan 2016
Clark Liu, Lei Mao and Mark S. Seasholes
Tsinghua University - PBC School of Finance, The Chinese University of Hong Kong, Shenzhen and ASU WP Carey School of Business
Downloads 102 (275,039)

Abstract:

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information content of volume, high volume return premium, cross-sectional returns

7.

Demand Shock, Speculative Beta, and Asset Prices: Evidence from the Shanghai-Hong Kong Stock Connect Program

Number of pages: 60 Posted: 01 Feb 2016 Last Revised: 08 Feb 2019
Clark Liu, Shujing Wang and K.C. John Wei
Tsinghua University - PBC School of Finance, Tongji University and Hong Kong Polytechnic University
Downloads 78 (325,410)
Citation 5

Abstract:

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Demand shock; Speculative beta; Heterogeneous beliefs; Short-sale constraints; Market liberalization

8.

Bank Loan Announcement Effects — Evidence from a Comprehensive 8-K Sample

Number of pages: 48 Posted: 17 Dec 2019
Shuyue Chen, Steven Wei Ho and Clark Liu
Tsinghua University - PBC School of Finance, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Tsinghua University - PBC School of Finance
Downloads 36 (462,723)

Abstract:

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Event Study, Big Data, Loan Announcement Return, Bank Loans

The Demand Effect of Yield-Chasing Retail Investors: Evidence from the Chinese Enterprise Bond Market

First Annual Volatility Institute at NYU Shanghai (VINS) Conference - 2015
Number of pages: 57 Posted: 14 Jun 2016 Last Revised: 14 Dec 2018
Tsinghua University - PBC School of Finance, Tongji University, Hong Kong Polytechnic University and Tong Ji University - School of Economics and Management
Downloads 22 (553,376)

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Enterprise bonds; Yield-chasing; Demand and supply effects; Limits to arbitrage; The law of one price

The Demand Effect of Yield-Chasing Retail Investors: Evidence from the Chinese Enterprise Bond Market

Journal of Empirical Finance, Vol. 50, 2019, First Annual Volatility Institute at NYU Shanghai (VINS) Conference - 2015
Number of pages: 57 Posted: 14 Jun 2016
Tsinghua University - PBC School of Finance, Tongji University, Hong Kong Polytechnic University and Tong Ji University - School of Economics and Management
Downloads 3 (691,809)
Citation 2

Abstract:

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Enterprise bonds; Yield-chasing; Demand and supply effects; Limits to arbitrage; The law of one price

10.

Dual-Listed Shares and Trading

Posted: 15 Mar 2012
Clark Liu and Mark S. Seasholes
Tsinghua University - PBC School of Finance and ASU WP Carey School of Business

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Dual-Listed Shares, Trading Imbalances, Cost of a Short-Sale Ban