Sha Liu

Southwestern University of Finance and Economics (SWUFE) - School of Finance

Chengdu, 610074

China

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 29,067

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Top 29,067

in Total Papers Downloads

2,459

SSRN CITATIONS
Rank 22,250

SSRN RANKINGS

Top 22,250

in Total Papers Citations

37

CROSSREF CITATIONS

7

Scholarly Papers (6)

1.

Textual Sentiment in Finance: A Survey of Methods and Models

International Review of Financial Analysis, Vol. 33, 2014
Number of pages: 46 Posted: 09 Feb 2013 Last Revised: 05 Apr 2016
Colm Kearney and Sha Liu
Monash University - Monash Business School and Southwestern University of Finance and Economics (SWUFE) - School of Finance
Downloads 1,683 (14,922)
Citation 30

Abstract:

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Behavioral finance, textual sentiment, internet messages, news, market efficiency

2.

Media-Expressed Negative Tone and Firm-Level Stock Returns

Journal of Corporate Finance, 37 (2016), 152-172
Number of pages: 62 Posted: 04 Jan 2016 Last Revised: 05 Apr 2016
Trinity College (Dublin), University of Southampton, Monash University - Dept of Banking and Finance, Monash University - Monash Business School and Southwestern University of Finance and Economics (SWUFE) - School of Finance
Downloads 234 (182,926)
Citation 6

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Textual analysis; media-expressed tone; negative sentiment; news; market efficiency

The Impact of Textual Sentiment on Sovereign Bond Yield Spreads: Evidence from the Eurozone Crisis

Multinational Finance Journal, Forthcoming
Number of pages: 38 Posted: 12 Jan 2014 Last Revised: 18 May 2015
Sha Liu
Southwestern University of Finance and Economics (SWUFE) - School of Finance
Downloads 114 (334,255)

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Textual sentiment, media pessimism, information supply, sovereign bond yield spreads, European sovereign debt crisis

The Impact of Textual Sentiment on Sovereign Bond Yield Spreads: Evidence from the Eurozone Crisis

Multinational Finance Journal, Vol. 18, No. 3/4, p. 215-248, 2014
Number of pages: 34 Posted: 17 Jun 2015
Sha Liu
Southwestern University of Finance and Economics (SWUFE) - School of Finance
Downloads 114 (334,255)
Citation 1

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textual sentiment, media pessimism, information supply, sovereign bond yield spreads, European sovereign debt crisis

4.

Artificial Intelligence for Anti-Money Laundering - A Review and Extension

Digital Finance 2 (2020), 211–239
Number of pages: 48 Posted: 18 Feb 2021
affiliation not provided to SSRN, University College Dublin (UCD), Southwestern University of Finance and Economics (SWUFE) - School of Finance and affiliation not provided to SSRN
Downloads 209 (203,532)

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Anti-money-laundering, Artificial intelligence, Natural language processing, Deep learning

5.

Media Tone and Expected Stock Returns

International Review of Financial Analysis, Forthcoming
Number of pages: 54 Posted: 28 May 2020
Sha Liu and Jingguang Han
Southwestern University of Finance and Economics (SWUFE) - School of Finance and affiliation not provided to SSRN
Downloads 95 (374,999)
Citation 1

Abstract:

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media tone, expected returns, risk, mispricing

6.

Where and About What? Price Relevant Narratives Depend on Topic and Media Type

Economics Letters, Vol. 213, No. 110363, 2022
Number of pages: 11 Posted: 11 Jul 2022
Southwestern University of Finance and Economics (SWUFE) - School of Finance, University of Southampton and University of Southampton - Southampton Business School
Downloads 10 (791,505)

Abstract:

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negative tone, traditional media, social media, textual analysis, investor sentiment