Yu-Jane Liu

Peking University - Guanghua School of Management

Professor

Beijing

China

SCHOLARLY PAPERS

9

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1,259

CITATIONS
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Top 47,323

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9

Scholarly Papers (9)

1.

Learning Fast or Slow?

Forthcoming: Review of Asset Pricing Studies
Number of pages: 58 Posted: 09 Dec 2014 Last Revised: 12 Jul 2019
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 359 (81,967)
Citation 9

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

2.

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 277 (109,107)
Citation 2

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Social communication, Information aggregation, Stock market participation

3.
Downloads 197 (152,928)

Riding the Credit Boom

Number of pages: 56 Posted: 15 May 2018 Last Revised: 11 Aug 2019
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 192 (156,579)

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Credit Supply, Credit Boom, Leverage, Bubbles, Margin Lending, Stock Market, Speculation

Riding the Credit Boom

NBER Working Paper No. w24586
Number of pages: 45 Posted: 14 May 2018
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 5 (638,250)
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4.

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
University of International Business and Economics, Peking University - Guanghua School of Management and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 127 (221,906)

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Leverage, Illiquidity spillover, Market crash, Intraday, China

5.

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 - Guanghua School of Management, Fudan University - School of Economics and Peking University - Guanghua School of Management
Downloads 101 (261,723)

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

6.

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 Finance, Zhongnan University of Economics and Law, The University of Hong Kong - Faculty of Business and Economics, School of Management, Jinan University and Peking University - Guanghua School of Management
Downloads 69 (329,890)

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

7.

Risk as Feelings? Rare Disasters and Financial Decisions

Number of pages: 58 Posted: 25 Jan 2016
Yushui Shi, Yu-Jane Liu and Ming Gao
Peking University - Guanghua School of Management, Peking University - Guanghua School of Management and Peking University
Downloads 65 (340,484)

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Household finance, Rare disasters, Hazard risk

8.

Share Pledges and Margin Call Pressure

Number of pages: 61 Posted: 27 Aug 2018
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 45 (403,300)

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

9.

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 19 (524,609)

Abstract:

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