Qi Liu

Peking University - Department of Finance

Assistant Professor

Beijing

China

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 17,644

SSRN RANKINGS

Top 17,644

in Total Papers Downloads

5,402

SSRN CITATIONS
Rank 10,527

SSRN RANKINGS

Top 10,527

in Total Papers Citations

90

CROSSREF CITATIONS

67

Scholarly Papers (11)

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 2,065 (14,704)
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
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 1,085 (38,787)
Citation 4

Abstract:

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

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 441 (123,465)
Citation 3

Abstract:

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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 372 (150,694)
Citation 1

Abstract:

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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: 55 Posted: 08 Mar 2022 Last Revised: 24 Feb 2024
Peking University - Department of Finance, University of Macau, Auburn University and Tsinghua University - PBC School of Finance
Downloads 502 (107,004)

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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
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 231 (247,668)
Citation 1

Abstract:

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

6.
Downloads 211 (269,768)
Citation 3

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 137 (391,495)

Abstract:

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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 74 (601,501)
Citation 2

Abstract:

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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 162 (341,186)

Abstract:

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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 120 (432,497)
Citation 2

Abstract:

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

9.

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 104 (480,489)

Abstract:

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Investor sentiment, Uncertainty, Earnings management, Accrual anomaly

10.

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 78 (575,872)

Abstract:

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Managerial compensation, Corporate hedging

11.

Firm Visibility, Liquidity, and Valuation for Thinly Traded Assets

Number of pages: 33 Posted: 16 May 2023
University of Toronto, Peking University, Peking University - Department of Finance and Peking University - Guanghua School of Management
Downloads 31 (859,649)

Abstract:

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