Di Luo

University of Dundee School of Business

1-3 Perth Road

Dundee

United Kingdom

SCHOLARLY PAPERS

19

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3,980

SSRN CITATIONS
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SSRN RANKINGS

Top 36,867

in Total Papers Citations

28

CROSSREF CITATIONS

0

Scholarly Papers (19)

1.

Ambiguity, Risk, and Sentiment

Number of pages: 125 Posted: 25 Jan 2023 Last Revised: 06 Nov 2023
Di Luo
University of Dundee School of Business
Downloads 525 (102,050)

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Ambiguity; Risk; Sentiment; Asset pricing

2.

Returns from Liquidity Provision in Cryptocurrency Markets *

Number of pages: 61 Posted: 21 Mar 2022 Last Revised: 11 Jul 2024
University of Birmingham - Birmingham Business School, University of Dundee School of Business, University of Southampton - Southampton Business School and University of Warsaw, Faculty of Economic Sciences
Downloads 470 (116,578)
Citation 1

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JEL classification: C0, G1, G2 Liquidity Provision, Cryptocurrency, Uncertainty

3.

Liquidity Risk and the Beta Premium

Number of pages: 43 Posted: 23 Dec 2019 Last Revised: 03 Feb 2021
School of Business and Economics, Loughborough University, University of Dundee School of Business and Loughborough University - School of Business and Economics
Downloads 431 (129,101)
Citation 1

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Liquidity risk; Beta premium; Cross-sectional stock returns

4.

Financial Constraints, Stock Liquidity, and Stock Returns

Nottingham University Business School Research Paper No. 2014-01
Number of pages: 45 Posted: 14 Feb 2014 Last Revised: 06 Nov 2019
Xiafei Li and Di Luo
Keele Business School, Keele University and University of Dundee School of Business
Downloads 425 (131,614)

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Asset pricing; financial constraints; stock liquidity; macroeconomic conditions

5.

Mergers and Acquisitions and Brexit: A Natural Experiment

Number of pages: 46 Posted: 21 Jul 2022 Last Revised: 06 Dec 2022
University of Dundee School of Business, Southampton Business School, University of Southampton and University of Southampton - Southampton Business School
Downloads 317 (181,943)

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Brexit; Uncertainty; Mergers and Acquisitions; Real Options

6.

Investor Sentiment, Limited Arbitrage and the Cash Holding Effect

Review of Finance Forthcoming
Number of pages: 42 Posted: 19 Mar 2016 Last Revised: 28 Oct 2016
Xiafei Li and Di Luo
Keele Business School, Keele University and University of Dundee School of Business
Downloads 242 (238,895)
Citation 4

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Cash holdings; Investor sentiment; Transaction costs; Idiosyncratic volatility

7.

Transaction Costs, Liquidity Risk, and the CCAPM

Number of pages: 54 Posted: 28 Jun 2014 Last Revised: 15 Sep 2015
Weimin Liu, Di Luo and Huainan Zhao
Nottingham University Business School, University of Dundee School of Business and Loughborough University - School of Business and Economics
Downloads 228 (253,050)

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Transaction costs; Liquidity risk; Consumption-based asset pricing

8.

The Bias of Growth Opportunity

Number of pages: 47 Posted: 07 Mar 2019 Last Revised: 21 Mar 2021
School of Business and Economics, Loughborough University, Nanjing University, University of Dundee School of Business and Loughborough University - School of Business and Economics
Downloads 193 (295,020)

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Bias of growth opportunity; Behavioral Finance; Asset Pricing; Anomaly

9.

Investor Sentiment, Limited Arbitrage and the Cash Holding Effects

28th Australasian Finance and Banking Conference
Number of pages: 41 Posted: 02 Aug 2015
Xiafei Li and Di Luo
Keele Business School, Keele University and University of Dundee School of Business
Downloads 192 (296,434)

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Cash holding; Investor sentiment; Transaction costs; Idiosyncratic risk

10.

Shareholder Litigation Risk and Stock Returns

Number of pages: 46 Posted: 01 Mar 2022 Last Revised: 13 Dec 2022
Di Luo
University of Dundee School of Business
Downloads 171 (328,599)

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Litigation risk; UD laws; Asset pricing; Anomaly

11.

The Effect of Labour Protection Laws on the Relationship between Leverage and Wages

Journal of Banking and Finance, Forthcoming
Number of pages: 54 Posted: 12 Jul 2021 Last Revised: 23 Nov 2022
University of Leeds, University of Dundee School of Business, Sun Yat-sen University (SYSU) and Loughborough University - School of Business and Economics
Downloads 146 (375,195)
Citation 3

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Labuor protection, leverage, employee pay, bargaining power, capital structure

12.

Employment Growth, Liquidity Risk, and the Cross-section of Stock Returns

Number of pages: 51 Posted: 04 Feb 2019 Last Revised: 26 May 2019
Nottingham University Business School, University of Dundee School of Business, Nottingham University Business School and Loughborough University - School of Business and Economics
Downloads 133 (403,754)

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Employment growth premium; Liquidity risk; Labor hiring

13.

Increase in cash holdings of U.S. firms: The role of healthcare and technology industries

Number of pages: 38 Posted: 09 Mar 2018 Last Revised: 16 Jun 2020
Xiafei Li and Di Luo
Keele Business School, Keele University and University of Dundee School of Business
Downloads 125 (423,388)

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Cash holdings; industry effect; precautionary motive; agency costs; R&D investment, industry competition

14.

The Liquidity Risk Adjusted Epstein-Zin Model

Number of pages: 53 Posted: 07 May 2014 Last Revised: 16 Apr 2015
Weimin Liu, Di Luo and Huainan Zhao
Nottingham University Business School, University of Dundee School of Business and Loughborough University - School of Business and Economics
Downloads 119 (439,355)

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Liquidity risk; Consumption-based asset pricing; Model performance

15.

Trade Secrets and Stock Returns

Number of pages: 41 Posted: 26 Jun 2023 Last Revised: 09 Jun 2024
Di Luo
University of Dundee School of Business
Downloads 101 (495,048)

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JEL classification: G12, G14, G30 Trade secrets, Inevitable disclosure doctrine, Stock returns

16.

Investing during a Fintech Revolution: Ambiguity and Return Risk in Cryptocurrencies

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 40 Posted: 28 May 2021
University of Dundee School of Business, Southampton Business School, University of Southampton, University of Southampton - Southampton Business School and University of Southampton - Southampton Business School
Downloads 89 (537,268)
Citation 7

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Bitcoin; Ambiguity; Abnormal returns

17.

Leverage and the Profitability Premium

Number of pages: 43 Posted: 01 Mar 2022 Last Revised: 29 Apr 2022
Di Luo and Huainan Zhao
University of Dundee School of Business and Loughborough University - School of Business and Economics
Downloads 73 (603,590)

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Profitability; Cross-sectional returns; Leverage; Consumption-to-wealth ratio

18.

Labor Productivity and the Cross-Section of Stock Returns

Posted: 19 Apr 2017
Weimin Liu, Di Luo and Huainan Zhao
Nottingham University Business School, University of Dundee School of Business and Loughborough University - School of Business and Economics

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Labor productivity; Cross-sectional returns; Asset pricing

19.

Inside Out: Decomposing Profitability and the Cross-Section of Stock Returns

Posted: 19 Apr 2017
Weimin Liu, Di Luo and Huainan Zhao
Nottingham University Business School, University of Dundee School of Business and Loughborough University - School of Business and Economics

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Asset turnover; Cross-sectional returns; Asset pricing