Sha Liu

University College Dublin

Assistant Professor in Finance

Blackrock, Co. Dublin

Ireland

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 29,095

SSRN RANKINGS

Top 29,095

in Total Papers Downloads

1,833

SSRN CITATIONS
Rank 24,667

SSRN RANKINGS

Top 24,667

in Total Papers Citations

30

CROSSREF CITATIONS

6

Scholarly Papers (4)

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 University College Dublin
Downloads 1,363 (15,707)
Citation 24

Abstract:

Loading...

Behavioral finance, textual sentiment, internet messages, 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
University College Dublin
Downloads 112 (277,136)

Abstract:

Loading...

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
University College Dublin
Downloads 99 (302,020)
Citation 1

Abstract:

Loading...

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

3.

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 University College Dublin
Downloads 206 (166,912)
Citation 6

Abstract:

Loading...

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

4.

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
University College Dublin and affiliation not provided to SSRN
Downloads 53 (424,114)

Abstract:

Loading...

media tone, expected returns, risk, mispricing