Zhangxin Frank Liu

The University of Western Australia Business School

Assistant Professor

School of Business

35 Stirling Highway

Crawley, Western Australia 6009

Australia

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 22,974

SSRN RANKINGS

Top 22,974

in Total Papers Downloads

3,062

SSRN CITATIONS
Rank 47,206

SSRN RANKINGS

Top 47,206

in Total Papers Citations

12

CROSSREF CITATIONS

2

Scholarly Papers (14)

1.

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

Abstract:

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Bitcoin; blockchain; day-of-week effects; January effect; Halloween effect; arbitrage; market efficiency

2.

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

Abstract:

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Private debt, performance, trading strategies, excess returns, credit risk, liquidity, volatility

3.
Downloads 430 ( 93,458)
Citation 2

I Am a Blockchain Too...

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

Abstract:

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Blockchain; Bitcoin; announcement; event study; investor attention.

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
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:

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Blockchain; Bitcoin; announcement; event study; investor attention

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

Abstract:

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Skewness Index; Risk-Neutral Moments; SKEW; VIX; State-Preference Pricing

5.

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

Abstract:

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Risk-Neutral Moments, Skewness, Kurtosis, Implied Volatility Smirk, Skew, Curvature, VIX

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:

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Private Debt, Performance, Trading Strategies, Excess Returns, Volatility, Credit Risk, Funding Liquidity

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:

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Share pledge, Financial constraint, Controlling shareholder

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:

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US–China trade war, Supply chain management, Major customers, Firm profitability, Sales growth, SMEs

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:

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Copycats, Imitation, Isomorphism, Blockchain

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:

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Investor attention, Reddit, social media, event study

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:

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Earnings Management; Not for Profit; Charities

12.

Corporate Financial Portfolio and Distress Risk: Forewarned is Forearmed

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

Abstract:

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Financial portfolio; Distress risk; Executives’ financial careers; Financing constraints; Corporate profitability.

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:

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Lottery-like assets, One Session Options, Trading Volume, Trading Behaviour

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

Abstract:

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mutual fund, state price volatility