Yu-Jane Liu

Peking University - Guanghua School of Management

Professor

Beijing

China

SCHOLARLY PAPERS

20

DOWNLOADS
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Top 12,164

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7,748

SSRN CITATIONS
Rank 8,559

SSRN RANKINGS

Top 8,559

in Total Papers Citations

194

CROSSREF CITATIONS

12

Scholarly Papers (20)

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
Downloads 2,653 (10,214)
Citation 14

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

2.

Nominal Prices, Retail Investor Participation, and Return Momentum

Management Science, forthcoming
Number of pages: 80 Posted: 29 Jul 2022 Last Revised: 22 Sep 2024
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 933 (49,534)
Citation 5

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Momentum, Retail investors, Nominal stock prices

3.

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 717 (70,548)
Citation 1

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

Effects of Credit Expansions on Stock Market Booms and Busts

Number of pages: 67 Posted: 15 May 2018 Last Revised: 05 Jun 2024
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 484 (113,913)
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
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 56 (719,363)
Citation 48

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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 491 (113,212)
Citation 1

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facial information, cash loan, repayment behavior, machine learning

6.

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 371 (156,708)

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priming, preferences, lottery, IPO

7.

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 365 (159,595)
Citation 5

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Social communication, Information aggregation, Stock market participation

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
National Chengchi Unversity (NCCU) - Finance, National Taipei University of Technology, National Taiwan University - Department of Finance and Peking University - Guanghua School of Management
Downloads 332 (176,829)
Citation 32

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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 305 (193,378)

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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 202 (289,960)
Citation 8

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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 181 (320,126)

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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 168 (341,912)
Citation 4

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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 125 (433,659)

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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 123 (439,114)

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

15.

Portfolio Inattention, Unrealized Profit, and Threshold-Based Selling Strategies

Number of pages: 68 Posted: 20 Dec 2023 Last Revised: 12 Sep 2024
Yu-Jane Liu, Yuzheng Liu and Yushui Shi
Peking University - Guanghua School of Management, Peking University - Guanghua School of Management and Monash University - Department of Banking and Finance
Downloads 59 (688,039)

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Portfolio inattention, Realization preference, Disposition effect, Mutual fund investors

16.

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 57 (698,830)
Citation 1

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deleveraging commonality, leverage, liquidity, market resiliency

17.

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 50 (740,737)

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

18.

Inattention and Credit Card Repayment Date

Number of pages: 68 Posted: 13 Jul 2023
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 40 (809,179)

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Inattention, Sophistication, Awareness, Credit Card Repayment, Learning

19.

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, Rotman School of Management, Peking University, Peking University - Department of Finance and Peking University - Guanghua School of Management
Downloads 36 (840,128)

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

20.

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