Author Page for Di Luo

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)

Abstract:

2.

Returns from Liquidity Provision in Cryptocurrency Markets

Number of pages: 53 Posted: 21 Mar 2022 Last Revised: 06 Dec 2022

Hisham Farag, Di Luo, Larisa Yarovaya and Damian Zięba

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)

Abstract:

3.

Liquidity Risk and the Beta Premium

Number of pages: 43 Posted: 23 Dec 2019 Last Revised: 03 Feb 2021

Cynthia M Gong, Di Luo and Huainan Zhao

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)

Abstract:

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

Abstract:

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)

Abstract:

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)

Abstract:

7.

The Bias of Growth Opportunity

Number of pages: 47 Posted: 07 Mar 2019 Last Revised: 21 Mar 2021

Cynthia M Gong, Xindan Li, Di Luo and Huainan Zhao

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)

Abstract:

8.

Mergers and Acquisitions and Brexit: A Natural Experiment

Number of pages: 46 Posted: 21 Jul 2022 Last Revised: 06 Dec 2022

Di Luo, Tapas Mishra and Zhuang Zhang

University of Southampton - Southampton Business School, Southampton Business School, University of Southampton and University of Southampton - Southampton Business School

Downloads 156 (284,271)

Abstract:

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

Weimin Liu, Di Luo, Seyoung Park and Huainan Zhao

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)

Abstract:

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)

Abstract:

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)

Abstract:

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

Ahmet Karpuz, Di Luo, Rongbing Xiao and Huainan Zhao

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)

Abstract:

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)

Abstract:

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

Di Luo, Tapas Mishra, Larisa Yarovaya and Zhuang Zhang

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)

Abstract:

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)

Abstract:

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)

Abstract:

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

Abstract:

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

Di Luo

University of Southampton - Southampton Business School

18

Top 30,446

2,561

2

0

Scholarly Papers (18)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract: