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

21

DOWNLOADS
Rank 22,884

SSRN RANKINGS

Top 22,884

in Total Papers Downloads

4,075

SSRN CITATIONS
Rank 24,976

SSRN RANKINGS

Top 24,976

in Total Papers Citations

44

CROSSREF CITATIONS

2

Scholarly Papers (21)

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 1,075 (37,422)
Citation 17

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 656 (73,178)
Citation 2

Abstract:

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

3.
Downloads 548 (91,683)
Citation 11

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 322 (168,225)

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 226 (241,465)
Citation 10

Abstract:

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Blockchain; Bitcoin; announcement; event study; investor attention

4.

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 305 (179,403)
Citation 8

Abstract:

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

5.

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 285 (192,632)
Citation 2

Abstract:

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

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 228 (240,344)
Citation 2

Abstract:

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

7.

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 189 (285,751)

Abstract:

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

8.

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 149 (350,536)
Citation 4

Abstract:

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Share pledge, Financial constraint, Controlling shareholder

9.

Earnings Management in Australian Not-for-Profit Disability Services

AASB Research Centre Working Paper 1
Number of pages: 22 Posted: 31 Mar 2022 Last Revised: 27 Sep 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 127 (397,368)

Abstract:

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Earnings Management; Not for Profit; Charities

10.

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 104 (460,519)

Abstract:

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Copycats, Imitation, Isomorphism, Blockchain

11.

Short Interest and the Stock Market Relation with News Sentiment from Traditional and Social Media Sources

Australian Economic Papers, Volume 62, Issue 2, Pages 321-334
Number of pages: 15 Posted: 05 Oct 2022 Last Revised: 10 Aug 2023
Lee A. Smales, Zhangxin (Frank) Liu and Ben Chamberlain
University of Western Australia, The University of Western Australia Business School and The University of Western Australia
Downloads 85 (525,417)

Abstract:

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Short Interest, Sentiment, News Analytics, Twitter, stock markets

12.

Corporate Financial Portfolio and Distress Risk: Forewarned is Forearmed

Emerging Markets Finance & Trade, forthcoming
Number of pages: 28 Posted: 18 Feb 2021 Last Revised: 06 Dec 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 85 (525,417)

Abstract:

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financial assets; distress risk; financial expenses; investment income

Reverse Merger Audit Fee Premium: Evidence from China

Number of pages: 44 Posted: 12 Mar 2023
Zijian Cheng, Zhangxin (Frank) Liu, Isabel Wang and Xingju Zhao
Shandong University at Weihai, The University of Western Australia Business School, affiliation not provided to SSRN and Shanghai University of Finance and Economics
Downloads 34 (824,284)

Abstract:

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Reverse mergers, IPOs, Audit fee, Performance Commitment

Reverse Merger Audit Fee Premium: Evidence from China

Number of pages: 48 Posted: 29 Jun 2023
Zijian Cheng, Zhangxin (Frank) Liu, Isabel Wang and Xingju Zhao
Shandong University at Weihai, The University of Western Australia Business School, affiliation not provided to SSRN and Shanghai University of Finance and Economics
Downloads 26 (894,887)

Abstract:

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Reverse mergers, IPOs, Audit fee, Performance Commitment

14.

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 44 (729,724)
Citation 1

Abstract:

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

15.

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 38 (771,610)

Abstract:

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

16.

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 35 (793,933)

Abstract:

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

17.

Technical Talk in Bitcoin and Equity

Number of pages: 37 Posted: 13 Feb 2024
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 20 (924,248)

Abstract:

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Textual analysis,cryptocurrency,equity markets,social media,Reddit.com

18.

Holiday Spirits and Market Mood: Trading Patterns Around Public Holidays on the Sydney Stock Exchange 1901-1950

Number of pages: 20 Posted: 08 Jul 2023
Grant Fleming, Zhangxin (Frank) Liu, David Merrett and Simon Ville
Continuity Capital Partners, The University of Western Australia Business School, University of Melbourne and University of Wollongong - School of Accounting, Economics & Finance
Downloads 18 (943,893)

Abstract:

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Holiday effect, Stock market anomaly, market efficiency, Sydney Stock Exchange

19.

Gender(ed) Equity: The Growth of Female Shareholding in Australia, 1857-1937

Number of pages: 32 Posted: 07 Dec 2023
Grant Fleming, Zhangxin (Frank) Liu, David Merrett and Simon Ville
Continuity Capital Partners, The University of Western Australia Business School, University of Melbourne and University of Wollongong - School of Accounting, Economics & Finance
Downloads 16 (963,998)

Abstract:

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20.

Are Investors Attentive Before a One-Off Holiday?

Number of pages: 21 Posted: 21 Feb 2024
Grant Fleming, Zhangxin (Frank) Liu, David Merrett and Simon Ville
Continuity Capital Partners, The University of Western Australia Business School, University of Melbourne and University of Wollongong - School of Accounting, Economics & Finance
Downloads 8 (1,040,010)

Abstract:

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market efficiency, Holiday effect, Stock market anomaly, Sydney Stock Exchange

21.

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