Yu-Jane Liu

Peking University - Guanghua School of Management

Professor

Beijing

China

  • Peking University - Guanghua School of Management

SCHOLARLY PAPERS

19

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140

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12

Scholarly Papers (19)

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1.

Learning Fast or Slow?

Forthcoming: Review of Asset Pricing Studies
Number of pages: 58 Posted: 09 Dec 2014 Last Revised: 12 Jul 2019
Brad M. Barber, Yi-Tsung Lee, Yu-Jane Liu, Terrance Odean and Ke Zhang
University of California, Davis, Peking University - Guanghua School of Management, Peking University - Guanghua School of Management, University of California, Berkeley - Haas School of Business and Nanjing University - School of Management and Engineering
Downloads 1,709 (17,442)
Citation 14

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learning, day traders, day trading, individual investors, Taiwan

2.

Do People Feel Less at Risk? Evidence from Disaster Experience

Journal of Financial Economics (JFE), Vol. 138, No. 3, 2020
Number of pages: 87 Posted: 29 Aug 2019 Last Revised: 12 Dec 2020
Ming Gao, Yu-Jane Liu and Yushui Shi
Peking University - School of Economics, Peking University - Guanghua School of Management and Monash University - Department of Banking and Finance
Downloads 672 (65,866)
Citation 1

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disaster experiences; risk perceptions; incomplete information learning; salience theory; risk preferences

3.

Retail Investors and Momentum

Number of pages: 75 Posted: 29 Jul 2022 Last Revised: 27 Dec 2022
Jun Du, Dashan Huang, Yu-Jane Liu, Yushui Shi, Avanidhar Subrahmanyam and Huacheng Zhang
Peking University - Guanghua School of Management, Singapore Management University - Lee Kong Chian School of Business, Peking University - Guanghua School of Management, Monash University - Department of Banking and Finance, University of California, Los Angeles (UCLA) - Finance Area and University of Edinburgh Business School
Downloads 486 (98,608)

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Momentum, Retail investors, Nominal stock prices

4.

Effects of Credit Expansions on Stock Market Booms and Busts

Downloads 458 (105,829)
Citation 40

Effects of Credit Expansions on Stock Market Booms and Busts

Number of pages: 58 Posted: 15 May 2018 Last Revised: 15 Sep 2022
Christopher Hansman, Harrison G. Hong, Wenxi Jiang, Yu-Jane Liu and Juanjuan Meng
Imperial College Business School, Columbia University, Graduate School of Arts and Sciences, Department of Economics, CUHK Business School, The Chinese University of Hong Kong, Peking University - Guanghua School of Management and Peking University - Guanghua School of Management
Downloads 415 (117,613)
Citation 2

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Credit Supply, Credit Boom, Margin Lending, Stock Market, Anticipation

Effects of Credit Expansions on Stock Market Booms and Busts

NBER Working Paper No. w24586
Number of pages: 59 Posted: 14 May 2018 Last Revised: 06 Mar 2023
Christopher Hansman, Harrison G. Hong, Wenxi Jiang, Yu-Jane Liu and Juanjuan Meng
Imperial College Business School, Columbia University, Graduate School of Arts and Sciences, Department of Economics, CUHK Business School, The Chinese University of Hong Kong, Peking University - Guanghua School of Management and Peking University - Guanghua School of Management
Downloads 43 (694,938)
Citation 40

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5.

What's in a Face？An Experiment on Facial Information and Loan Approval Decision

Number of pages: 59 Posted: 19 Jul 2021
Yu-Jane Liu, Zeyang Chen, Juanjuan Meng and Zeng Wang
Peking University - Guanghua School of Management, Peking University - Department of Applied Economics, Peking University - Guanghua School of Management and affiliation not provided to SSRN
Downloads 363 (138,718)

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facial information, cash loan, repayment behavior, machine learning

6.

Social Communication, Information Aggregation, and New Investor Participation

Number of pages: 52 Posted: 16 Apr 2013 Last Revised: 10 Aug 2018
Yu-Jane Liu, Juanjuan Meng, Wei You and Longkai Zhao
Peking University - Guanghua School of Management, Peking University - Guanghua School of Management, University of California, San Diego (UCSD) and Peking University - Department of Finance
Downloads 326 (155,265)
Citation 5

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Social communication, Information aggregation, Stock market participation

7.

Priming and Stock Preferences: Evidence From IPO Lotteries

PBCSF-NIFR Research Paper
Number of pages: 53 Posted: 15 Jan 2020 Last Revised: 22 Jun 2021
Conghui Hu, Yu-Jane Liu, Xin Xu and Jianfeng Yu
Beijing Normal University, Business School, Peking University - Guanghua School of Management, Guangdong University of Finance and Economics and Tsinghua University - PBC School of Finance
Downloads 291 (175,650)

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priming, preferences, lottery, IPO

8.

Share Pledges and Margin Call Pressure

Journal of Corporate Finance, Vol. 52, 2018
Number of pages: 61 Posted: 27 Aug 2018 Last Revised: 13 Jan 2021
Konan Chan, Hung-Kun Chen, Shing-yang Hu and Yu-Jane Liu
National Chengchi Unversity (NCCU) - Finance, Tamkang University - Department of Banking and Finance, National Taiwan University - Department of Finance and Peking University - Guanghua School of Management
Downloads 291 (175,041)
Citation 22

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share pledges, margin call, repurchases, control right, controlling shareholders, self-serving

9.

Accuracy in the Air: Pollution and Analyst Forecasts

Number of pages: 53 Posted: 09 Jan 2019 Last Revised: 08 Feb 2019
Dongmin Kong, Chen Lin, Shasha Liu and Yu-Jane Liu
School of Economics, Huazhong University of Science and Technology, The University of Hong Kong - Faculty of Business and Economics, School of Management, Jinan University and Peking University - Guanghua School of Management
Downloads 265 (192,534)

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Air Pollution; Analyst Forecasts; Earnings Announcements; Management Forecasts; Information Processing Abilities

10.

Financial Literacy and Gender Difference in Loan Performance

Journal of Empirical Finance, 2018, Vol. 48, p. 307-320
Number of pages: 53 Posted: 09 Oct 2017 Last Revised: 28 Aug 2018
Jia Chen, Jiajun Jiang and Yu-Jane Liu
Peking University, Fudan University - School of Economics and Peking University - Guanghua School of Management
Downloads 167 (296,681)
Citation 7

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Financial literacy, Loan default, Loan return, Gender difference, Peer-to-peer lending

11.

De-Leverage and Illiquidity Contagion

Journal of Banking and Finance, Vol. 102, 2019
Number of pages: 46 Posted: 11 Jul 2016 Last Revised: 10 Mar 2019
Conghui Hu, Yu-Jane Liu and Ning Zhu
Beijing Normal University, Business School, Peking University - Guanghua School of Management and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 166 (298,213)

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Leverage, Illiquidity spillover, Market crash, Intraday, China

12.

What Are Benefits of Attracting Gambling Investors? Evidence from Stock Splits in China

Number of pages: 52 Posted: 14 Sep 2021
Conghui Hu, Ji-Chai Lin and Yu-Jane Liu
Beijing Normal University, Business School, Hong Kong PolyU and Peking University - Guanghua School of Management
Downloads 105 (422,256)
Citation 2

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Gambling Preference, Stock Splits, Risk Sharing, Cost of Equity

13.

Social Heterogeneity and Local Bias in Peer-to-Peer Lending---Evidence from China

Number of pages: 45 Posted: 08 Feb 2019 Last Revised: 13 Jun 2019
Jiajun Jiang, Yu-Jane Liu and Ruichang Lu
Fudan University - School of Economics, Peking University - Guanghua School of Management and Department of Finance, Guanghua School of Management, Peking University
Downloads 104 (425,141)

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Peer-to-Peer Lending, Local Bias, Segmentation, Asymmetric Information, Social Trust

14.

Transmission of Income Variations to Consumption Variations: The Role of the Firm

Review of Economics and Statistics, Forthcoming
Number of pages: 85 Posted: 08 Nov 2021 Last Revised: 06 Jan 2022
Miao Jin, Yu-Jane Liu, Juanjuan Meng and Yu Zhang
Renmin University of China, Peking University - Guanghua School of Management, Peking University - Guanghua School of Management and Peking University - Guanghua School of Management
Downloads 96 (448,906)

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income inequality, consumption transmission, firm, permanent income, self-insurance, peer effect

15.

Deleveraging Commonality

Number of pages: 43 Posted: 16 Jun 2020
Conghui Hu, Yu-Jane Liu and Ning Zhu
Beijing Normal University, Business School, Peking University - Guanghua School of Management and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 47 (654,954)
Citation 1

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deleveraging commonality, leverage, liquidity, market resiliency

16.

Fat-Finger Trade and Market Quality: The First Evidence from China

Journal of Futures Markets, Vol. 36, No. 10, 2016
Number of pages: 24 Posted: 07 Sep 2019
Ming Gao, Yu-Jane Liu and Weili Wu
Peking University - School of Economics, Peking University - Guanghua School of Management and Central University of Finance and Economics (CUFE)
Downloads 40 (697,908)

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Fat-finger trade; Price distortion; Market volatility; Liquidity

17.

Firm Visibility, Liquidity, and Valuation for Thinly Traded Assets

Number of pages: 33 Posted: 16 May 2023
Bing Han, Xinming Huang, Qi Liu and Yu-Jane Liu
University of Toronto, Peking University, Peking University - Department of Finance and Peking University - Guanghua School of Management
Downloads 12 (939,114)

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Thinly traded assets, Firm visibility, Market division, Liquidity, Valuation

18.

Inattention and Credit Card Repayment Date

Number of pages: 68 Posted: 13 Jul 2023
Jiajun Jiang, Yi-Tsung Lee, Yu-Jane Liu and Juanjuan Meng
Fudan University - School of Economics, Peking University - Guanghua School of Management, Peking University - Guanghua School of Management and Peking University - Guanghua School of Management
Downloads 10 (948,838)

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Inattention, Sophistication, Awareness, Credit Card Repayment, Learning

19.

Valuing Diversity: CEOS' Career Experiences and Corporate Investment

Journal of Corporate Finance, Vol. 30, 2015
Posted: 09 Oct 2019
Conghui Hu and Yu-Jane Liu
Beijing Normal University, Business School and Peking University - Guanghua School of Management

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CEO, Career Experiences, Corporate Investment, Financial Constraint, Social Connections