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Ruomeng Liu

University of Nebraska at Lincoln

Assistant Professor of Finance

730 N. 14th Street

Lincoln, NE 68588

United States

SCHOLARLY PAPERS

3

DOWNLOADS

1,883

TOTAL CITATIONS
Rank 38,136

SSRN RANKINGS

Top 38,136

in Total Papers Citations

16

Scholarly Papers (3)

1.

Asset Pricing Anomalies and the Low-Risk Puzzle

Number of pages: 53 Posted: 01 Oct 2018 Last Revised: 12 Aug 2021
Ruomeng Liu
University of Nebraska at Lincoln
Downloads 744 (85,898)
Citation 1

Abstract:

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Low-risk effect, cross-sectional stock returns, beta anomaly, volatility anomaly

Signaling in OTC Markets: Benefits and Costs of Transparency

Number of pages: 49 Posted: 09 Oct 2016 Last Revised: 06 May 2018
Kerry Back, Ruomeng Liu and Alberto Mokak Teguia
Rice University - Jesse H. Jones Graduate School of Business, University of Nebraska at Lincoln and University of British Columbia (UBC)
Downloads 502 (139,381)
Citation 13

Abstract:

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OTC markets, Transparency, Signaling

Signaling in Over-the-Counter Markets: Benefits and Costs of Transparency

Number of pages: 40 Posted: 13 Nov 2017
Kerry Back, Ruomeng Liu and Alberto Mokak Teguia
Rice University - Jesse H. Jones Graduate School of Business, University of Nebraska at Lincoln and University of British Columbia (UBC)
Downloads 116 (620,578)
Citation 1

Abstract:

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OTC markets, Transparency, Signaling

3.

Increasing Risk Aversion and Life-Cycle Investing

Number of pages: 28 Posted: 04 Apr 2015 Last Revised: 27 Jul 2017
Kerry Back, Ruomeng Liu and Alberto Mokak Teguia
Rice University - Jesse H. Jones Graduate School of Business, University of Nebraska at Lincoln and University of British Columbia (UBC)
Downloads 521 (134,337)
Citation 1

Abstract:

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Risk Aversion, Portfolio Choice