Qi Liu

Peking University - Department of Finance

Assistant Professor

Beijing

China

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 14,546

SSRN RANKINGS

Top 14,546

in Total Papers Downloads

3,239

CITATIONS
Rank 35,487

SSRN RANKINGS

Top 35,487

in Total Papers Citations

10

Scholarly Papers (8)

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

Abstract:

Loading...

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
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

Abstract:

Loading...

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

3.
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

Abstract:

Loading...

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

Abstract:

Loading...

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
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)

Abstract:

Loading...

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

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)

Abstract:

Loading...

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)

Abstract:

Loading...

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)

Abstract:

Loading...

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)

Abstract:

Loading...

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)

Abstract:

Loading...

Managerial compensation, Corporate hedging