Qi Liu

Peking University - Department of Finance

Assistant Professor

Beijing

China

  • Peking University - Department of Finance

SCHOLARLY PAPERS

12

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Top 17,752

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6,000

TOTAL CITATIONS
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SSRN RANKINGS

Top 10,601

in Total Papers Citations

31

Scholarly Papers (12)

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1.

Inside Debt

Review of Finance, Vol. 15, No. 1, pp. 75-102, January 2011, EFA 2007 Ljubljana Meetings Paper
Number of pages: 27 Posted: 21 Jul 2005 Last Revised: 07 Dec 2011
Alex Edmans and Qi Liu
London Business School - Institute of Finance and Accounting and Peking University - Department of Finance
Downloads 2,094 (16,298)
Citation 17

Abstract:

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Agency costs of debt, asset substitution, risk shifting, executive compensation, pensions

2.

Anomaly Discovery and Arbitrage Trading

Number of pages: 66 Posted: 14 Mar 2023
Xi Dong, Qi Liu, Lei Lu, Bo Sun and Hongjun Yan
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Peking University - Department of Finance, University of Manitoba, University of Virginia Darden School of Business and DePaul University
Downloads 1,246 (35,890)
Citation 4

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Anomaly, Arbitrage, Discovery, Arbitrageur-based asset pricing.

3.

Contractual Managerial Incentives with Stock Price Feedback

Downloads 868 (59,903)
Citation 4

Contractual Managerial Incentives with Stock Price Feedback

American Economic Review (Forthcoming)
Number of pages: 44 Posted: 30 Jun 2017 Last Revised: 16 Mar 2019
Tse-Chun Lin, Qi Liu and Bo Sun
The University of Hong Kong - Faculty of Business and Economics, Peking University - Department of Finance and University of Virginia Darden School of Business
Downloads 478 (126,934)
Citation 3

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Feedback effect, CEO compensation, Financial market frictions, Reg-SHO Pilot program, Managerial learning from the market

Contracting with Feedback

FRB International Finance Discussion Paper No. 1143
Number of pages: 65 Posted: 28 Aug 2015
Tse-Chun Lin, Qi Liu and Bo Sun
The University of Hong Kong - Faculty of Business and Economics, Peking University - Department of Finance and University of Virginia Darden School of Business
Downloads 390 (161,332)
Citation 1

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Feedback effect, CEO compensation, Transaction costs, Reg-SHO Pilot program, Decimalization

4.

Extrapolation and Risk-Return Trade-offs

PBCSF-NIFR Research Paper Forthcoming
Number of pages: 59 Posted: 08 Mar 2022 Last Revised: 13 Apr 2025
Qi Liu, Zhiwei Su, Huijun Wang and Jianfeng Yu
Peking University - Department of Finance, Lingnan University, Auburn University and Tsinghua University - PBC School of Finance
Downloads 631 (91,015)
Citation 1

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JEL Classification: G11, G12, G40 Behavioral finance, Extrapolation, Risk-return trade-off, Sentiment

5.

Short- and Long-Run Business Conditions and Expected Returns

Number of pages: 46 Posted: 14 Jan 2014 Last Revised: 20 May 2014
Qi Liu, Libin Tao, Weixing Wu and Jianfeng Yu
Peking University - Department of Finance, University of International Business and Economics - School of Banking and Finance, University of International Business and Economics (UIBE) and Tsinghua University - PBC School of Finance
Downloads 293 (222,303)
Citation 1

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business condition, expected stock return, business cycle, long-run, short-run

6.

Incentive Contracting under Ambiguity-Aversion

Downloads 221 (294,889)
Citation 2

Incentive Contracting under Ambiguity-Aversion

Number of pages: 34 Posted: 11 Oct 2012 Last Revised: 26 Feb 2017
Qi Liu, Lei Lu and Bo Sun
Peking University - Department of Finance, University of Manitoba and University of Virginia Darden School of Business
Downloads 142 (437,230)

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ambiguity, executive compensation, options

Incentive Contracting Under Ambiguity Aversion

FRB International Finance Discussion Paper No. 1195
Number of pages: 41 Posted: 24 Feb 2017
Qi Liu, Lei Lu and Bo Sun
Peking University - Department of Finance, University of Manitoba and University of Virginia Darden School of Business
Downloads 79 (669,611)
Citation 2

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Ambiguity, Executive compensation, Options, Relative performance evaluation

7.

Relative Wealth Concerns, Executive Compensation, and Risk Taking

Number of pages: 40 Posted: 14 Mar 2012 Last Revised: 25 Feb 2017
Qi Liu and Bo Sun
Peking University - Department of Finance and University of Virginia Darden School of Business
Downloads 179 (358,710)

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relative wealth concerns, executive compensation

8.

Relative Wealth Concerns, Executive Compensation, and Systemic Risk-Taking

FRB International Finance Discussion Paper No. 1164
Number of pages: 46 Posted: 23 May 2016
Qi Liu and Bo Sun
Peking University - Department of Finance and University of Virginia Darden School of Business
Downloads 132 (462,916)
Citation 2

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Relative wealth concerns, Managerial compensation, Pay-for-luck, Excessive risk-taking

9.

Managerial Compensation Under Privately-Observed Hedging

FRB International Finance Discussion Paper No. 1160
Number of pages: 19 Posted: 04 Apr 2016
Qi Liu and Bo Sun
Peking University - Department of Finance and University of Virginia Darden School of Business
Downloads 124 (486,289)

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Managerial compensation, Corporate hedging

10.

Investor Sentiment and the (Discretionary) Accrual-Return Relation

FRB International Finance Discussion Paper No. 1300
Number of pages: 27 Posted: 28 Sep 2020
Jiajun Jiang, Qi Liu and Bo Sun
Fudan University - School of Economics, Peking University - Department of Finance and University of Virginia Darden School of Business
Downloads 116 (511,789)

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Investor sentiment, Uncertainty, Earnings management, Accrual anomaly

11.

Firm Visibility, Liquidity, and Valuation for Thinly Traded Assets

Number of pages: 33 Posted: 16 May 2023
Bing Han, Xinming Huang, Qi Liu and Yu-Jane Liu
University of Toronto, Rotman School of Management, Peking University, Peking University - Department of Finance and Peking University - Guanghua School of Management
Downloads 63 (746,666)

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Thinly traded assets, Firm visibility, Market division, Liquidity, Valuation

12.

Prepayment Option and Firm Risk-Taking

Number of pages: 59 Posted: 18 Dec 2024
Qi Liu, Elena Loutskina, Camelia Minoiu, Xunhua Su and Bo Sun
Peking University - Department of Finance, University of Virginia - Darden School of Business, Federal Reserve Bank of Atlanta, NHH Norwegian School of Economics and University of Virginia Darden
Downloads 33 (991,599)

Abstract:

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Debt prepayment, risk shifting, financial contracting