Author Page for Zhangxin Frank Liu

Bitcoin Time-of-Day, Day-of-Week and Month-of-Year Effects in Returns and Trading Volume

Number of pages: 21 Posted: 19 Dec 2017 Last Revised: 21 Dec 2017

Dirk G. Baur, Daniel Cahill, Keith Godfrey and Zhangxin Frank Liu

University of Western Australia - Business School, University of Western Australia, Buiness School, The University of Western Australia - Department of Accounting and Finance and The University of Western Australia Business School

Downloads 982 (32,079)

Citation 10

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Private Debt: Volatility, Credit Risk, and Returns

Asian Finance Association (AsianFA) 2016 Conference, 29th Australasian Finance and Banking Conference 2016

Number of pages: 42 Posted: 22 May 2015 Last Revised: 20 Aug 2016

Douglas J. Cumming, Grant Fleming and Zhangxin Frank Liu

Florida Atlantic University, Continuity Capital Partners and The University of Western Australia Business School

Downloads 539 (71,213)

Citation 2

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I Am a Blockchain Too...

Downloads 430 ( 93,458)

Citation 2

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I Am a Blockchain Too...

Number of pages: 28 Posted: 06 Jun 2018 Last Revised: 19 Dec 2020

Daniel Cahill, Dirk G. Baur, Zhangxin Frank Liu and Joey (Wenling) Yang

University of Western Australia, Buiness School, University of Western Australia - Business School, The University of Western Australia Business School and The University of Western Australia

Downloads 291 (142,972)

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I Am a Blockchain Too: How Does the Market Respond to Companies’ Interest in Blockchain?

2019 Financial Markets & Corporate Governance Conference

Number of pages: 50 Posted: 22 Jan 2019 Last Revised: 24 Nov 2019

Daniel Cahill, Dirk G. Baur, Zhangxin Frank Liu and Joey (Wenling) Yang

University of Western Australia, Buiness School, University of Western Australia - Business School, The University of Western Australia Business School and The University of Western Australia

Downloads 139 (281,480)

Citation 2

Abstract:

4.

Hitting SKEW for SIX

2013 Financial Markets & Corporate Governance Conference, 27th Australasian Finance and Banking Conference 2014 Paper

Number of pages: 49 Posted: 19 Dec 2012 Last Revised: 03 Jun 2016

Zhangxin Frank Liu and Robert W. Faff

The University of Western Australia Business School and University of Queensland

Downloads 262 (159,888)

Citation 1

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Model-Free Risk-Neutral Moments and Proxies

Number of pages: 64 Posted: 10 Aug 2015 Last Revised: 06 Jul 2016

Zhangxin Frank Liu and Thijs van der Heijden

The University of Western Australia Business School and University of Melbourne - Department of Finance

Downloads 254 (164,916)

Citation 5

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6.

The Returns to Private Debt: Primary Issuances Versus Secondary Acquisitions

Financial Analysts Journal, Forthcoming

Number of pages: 33 Posted: 05 Oct 2018

Douglas J. Cumming, Grant Fleming and Zhangxin Frank Liu

Florida Atlantic University, Continuity Capital Partners and The University of Western Australia Business School

Downloads 163 (246,539)

Abstract:

7.

Share Pledging and Financial Constraints in China

Number of pages: 64 Posted: 08 Mar 2020 Last Revised: 02 Nov 2020

Zijian Cheng, Zhangxin Frank Liu and Yupu Sun

Shandong University - Department of Accounting, The University of Western Australia Business School and affiliation not provided to SSRN

Downloads 116 (320,613)

Abstract:

8.

SME performance and the US-China trade war: Evidence of China

Number of pages: 33 Posted: 16 Jan 2021

Feng Liu, Zhangxin Frank Liu and Grant Fleming

Shandong University, The University of Western Australia Business School and Continuity Capital Partners

Downloads 99 (356,912)

Abstract:

9.

Limitations of Imitation: Lessons from another Bitcoin Copycat

Journal of Corporate Finance, Forthcoming

Number of pages: 58 Posted: 09 Dec 2019 Last Revised: 25 May 2021

Daniel Cahill and Zhangxin Frank Liu

University of Western Australia, Buiness School and The University of Western Australia Business School

Downloads 76 (418,508)

Abstract:

10.

Is investor attention on r/wallstreetbets different?

Number of pages: 49 Posted: 08 Apr 2022

Daniel Cahill, Zhangxin Frank Liu and Lee A. Smales

University of Western Australia, Buiness School, The University of Western Australia Business School and University of Western Australia

Downloads 42 (550,450)

Abstract:

11.

Earnings Management in Australian Not-for-Profit Disability Services

AASB Research Centre Working Paper Forthcoming

Number of pages: 22 Posted: 31 Mar 2022 Last Revised: 07 Apr 2022

David Gilchrist, Dane Rees Etheridge and Zhangxin Frank Liu

The University of Western Australia - UWA Business School, Curtin University and The University of Western Australia Business School

Downloads 37 (575,817)

Abstract:

12.

Corporate Financial Portfolio and Distress Risk: Forewarned is Forearmed

Number of pages: 66 Posted: 18 Feb 2021 Last Revised: 24 Jan 2022

Xuesheng Chen, Caixia Liu, Zhangxin Frank Liu and Yongkang Stanley Huang

Shandong University - School of Business, Shandong University - School of Business, The University of Western Australia Business School and Columbia University - Columbia Business School, Accounting, Business Law & Taxation

Downloads 36 (581,343)

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13.

One Session Options: Playing the Announcement Lottery?

Journal of Futures Markets, Forthcoming

Number of pages: 29 Posted: 22 Mar 2021 Last Revised: 16 Aug 2021

Lee A. Smales, Zhangxin Frank Liu and Cameron Robertson

University of Western Australia, The University of Western Australia Business School and affiliation not provided to SSRN

Downloads 26 (641,704)

Abstract:

14.

Tail Risk Hedging for Mutual Funds Using Equity Market State Prices

Australian Journal of Management, Vol. 41, No. 4, 2016

Posted: 04 Nov 2016

Michael O'Neill and Zhangxin Frank Liu

Bond University - Bond Business School and The University of Western Australia Business School

Zhangxin Frank Liu

The University of Western Australia Business School

Assistant Professor

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Scholarly Papers (14)

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