Qi Liu

Peking University - Department of Finance

Assistant Professor

Beijing

China

  • Peking University - Department of Finance

SCHOLARLY PAPERS

8

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CITATIONS
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10

Scholarly Papers (8)

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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 1,887 (7,836)
Citation 70

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

2.

Anomaly Discovery and Arbitrage Trading

Number of pages: 48 Posted: 02 May 2014 Last Revised: 05 Oct 2018
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, Asper School of Business, University of Manitoba, Board of Governors of the Federal Reserve System - Division of International Finance and DePaul University
Downloads 433 (65,265)
Citation 4

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

3.

Contracting with Feedback

Downloads 425 ( 66,764)
Citation 4

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 Board of Governors of the Federal Reserve System - Division of International Finance
Downloads 217 (138,464)
Citation 1

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

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 Board of Governors of the Federal Reserve System - Division of International Finance
Downloads 208 (144,245)
Citation 3

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

4.

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 151 (191,999)

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

5.

Incentive Contracting under Ambiguity-Aversion

Downloads 140 (204,156)

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, Asper School of Business, University of Manitoba and Board of Governors of the Federal Reserve System - Division of International Finance
Downloads 102 (259,993)

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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, Asper School of Business, University of Manitoba and Board of Governors of the Federal Reserve System - Division of International Finance
Downloads 38 (436,272)

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Ambiguity, Executive compensation, Options, Relative performance evaluation

6.

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 Board of Governors of the Federal Reserve System - Division of International Finance
Downloads 114 (238,995)

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relative wealth concerns, executive compensation

7.

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 Board of Governors of the Federal Reserve System - Division of International Finance
Downloads 65 (338,244)

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

8.

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 Board of Governors of the Federal Reserve System - Division of International Finance
Downloads 24 (492,325)

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Managerial compensation, Corporate hedging