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

16

DOWNLOADS
Rank 22,908

SSRN RANKINGS

Top 22,908

in Total Papers Downloads

3,213

SSRN CITATIONS
Rank 45,310

SSRN RANKINGS

Top 45,310

in Total Papers Citations

12

CROSSREF CITATIONS

3

Scholarly Papers (16)

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 1,005 (32,426)
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 554 (71,729)
Citation 2

Abstract:

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

3.
Downloads 437 ( 95,464)
Citation 2

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 293 (147,582)

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
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 144 (283,950)
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 265 (164,201)
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 258 (168,608)
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 172 (244,634)

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 122 (320,819)

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 121 (324,680)

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 82 (415,475)

Abstract:

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Copycats, Imitation, Isomorphism, Blockchain

10.

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 53 (523,482)

Abstract:

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

11.

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 27 (660,064)

Abstract:

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

12.

Earnings Management in Australian Not-for-Profit Disability Services

Number of pages: 19 Posted: 22 Jun 2021 Last Revised: 24 Aug 2022
David Gilchrist, Dane Etheridge and Zhangxin (Frank) Liu
The University of Western Australia - UWA Business School, Curtin University and The University of Western Australia Business School
Downloads 25 (674,762)
Citation 1

Abstract:

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Earnings Management; Not-for-profit; Charities; Human Services

13.

Is Investor Attention on R/Wallstreetbets Different?

Number of pages: 72 Posted: 08 Apr 2022 Last Revised: 30 Aug 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 7 (836,041)

Abstract:

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Investor attention, Reddit, social media, event study

14.

Financial Innovation in the Uranium Mining Sector: Analysis of an Exchange-Traded Fund and its Impact on Trading Characteristics of Uranium Stocks

Number of pages: 78 Posted: 12 Sep 2022
Zhangxin (Frank) Liu and James Bentley
The University of Western Australia Business School and The University of Western Australia
Downloads 1 (910,844)

Abstract:

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Exchange-Traded Fund, ETFs, Uranium, Financial Innovation, Market Quality.

15.

Earnings Management in Australian Not-for-Profit Disability Services

AASB Research Centre Working Paper 1
Posted: 31 Mar 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 84

Abstract:

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Earnings Management; Not for Profit; Charities

16.

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