Di Luo

University of Southampton - Southampton Business School

University Rd.

Southampton SO17 1BJ, Hampshire SO17 1LP

United Kingdom

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 30,446

SSRN RANKINGS

Top 30,446

in Total Papers Downloads

2,561

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (18)

1.

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 Southampton - Southampton Business School
Downloads 391 (115,605)

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Asset pricing; financial constraints; stock liquidity; macroeconomic conditions

2.

Returns from Liquidity Provision in Cryptocurrency Markets

Number of pages: 53 Posted: 21 Mar 2022 Last Revised: 06 Dec 2022
University of Birmingham - Birmingham Business School, University of Southampton - Southampton Business School, University of Southampton - Southampton Business School and University of Warsaw, Faculty of Economic Sciences
Downloads 318 (145,034)

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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 Southampton - Southampton Business School and Loughborough University - School of Business and Economics
Downloads 286 (162,044)

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Liquidity risk; Beta premium; Cross-sectional stock returns

4.

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 Southampton - Southampton Business School
Downloads 226 (204,700)
Citation 2

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Cash holdings; Investor sentiment; Transaction costs; Idiosyncratic volatility

5.

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 Southampton - Southampton Business School and Loughborough University - School of Business and Economics
Downloads 209 (220,387)

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Transaction costs; Liquidity risk; Consumption-based asset pricing

6.

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 Southampton - Southampton Business School
Downloads 175 (257,974)

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Cash holding; Investor sentiment; Transaction costs; Idiosyncratic risk

7.

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 Southampton - Southampton Business School and Loughborough University - School of Business and Economics
Downloads 163 (274,157)

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

8.

Mergers and Acquisitions and Brexit: A Natural Experiment

Number of pages: 46 Posted: 21 Jul 2022 Last Revised: 06 Dec 2022
University of Southampton - Southampton Business School, Southampton Business School, University of Southampton and University of Southampton - Southampton Business School
Downloads 156 (284,271)

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Brexit; Uncertainty; Mergers and Acquisitions; Real Options

9.

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 Southampton - Southampton Business School, Nottingham University Business School and Loughborough University - School of Business and Economics
Downloads 113 (363,608)

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Employment growth premium; Liquidity risk; Labor hiring

10.

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 Southampton - Southampton Business School and Loughborough University - School of Business and Economics
Downloads 105 (382,578)

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Liquidity risk; Consumption-based asset pricing; Model performance

11.

Shareholder Litigation Risk and Stock Returns

Number of pages: 46 Posted: 01 Mar 2022 Last Revised: 13 Dec 2022
Di Luo
University of Southampton - Southampton Business School
Downloads 96 (406,120)

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Litigation risk; UD laws; Asset pricing; Anomaly

12.

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 Southampton - Southampton Business School, Sun Yat-sen University (SYSU) and Loughborough University - School of Business and Economics
Downloads 85 (438,378)

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

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 Southampton - Southampton Business School
Downloads 81 (450,971)

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

14.

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 Southampton - Southampton Business School, Southampton Business School, University of Southampton, University of Southampton - Southampton Business School and University of Southampton - Southampton Business School
Downloads 68 (497,068)

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Bitcoin; Ambiguity; Abnormal returns

15.

Ambiguity, Risk, and Sentiment

Number of pages: 123 Posted: 25 Jan 2023 Last Revised: 30 Jan 2023
Di Luo
University of Southampton - Southampton Business School
Downloads 46 (628,493)

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Ambiguity; Risk; Sentiment; Asset pricing

16.

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 Southampton - Southampton Business School and Loughborough University - School of Business and Economics
Downloads 43 (611,532)

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

17.

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 Southampton - Southampton Business School and Loughborough University - School of Business and Economics

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Labor productivity; Cross-sectional returns; Asset pricing

18.

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 Southampton - Southampton Business School and Loughborough University - School of Business and Economics

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Asset turnover; Cross-sectional returns; Asset pricing