Clark Liu

Tsinghua University - PBC School of Finance

No. 43, Chengdu Road

Haidian District

Beijing 100083

China

SCHOLARLY PAPERS

9

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CITATIONS
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Top 38,045

in Total Papers Citations

13

Scholarly Papers (9)

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 University of Georgia - Department of Finance
Downloads 937 (23,620)
Citation 9

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

27th Annual Conference on Financial Economics and Accounting Paper
Number of pages: 61 Posted: 12 Sep 2015 Last Revised: 10 May 2019
Tsinghua University - PBC School of Finance, University of Georgia - Department of Finance, National University of Singapore (NUS) - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 325 (92,113)
Citation 2

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Life Experience, Bereavement, Investment Decisions, Mutual Fund, Public Firms, Risk Taking

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 285 (105,926)

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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 223 (136,138)
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 114 (240,614)

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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 101 (261,881)

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 55 (370,031)

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

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 16 (562,841)

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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 1 (680,866)

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

9.

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