Yukun Liu

Yale University, Department of Economics, Students

PhD Student

28 Hillhouse Ave

New Haven, CT 06520-8268

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 7,616

SSRN RANKINGS

Top 7,616

in Total Papers Downloads

5,853

CITATIONS

8

Scholarly Papers (7)

1.
Downloads 1,944 ( 7,509)
Citation 7

Risks and Returns of Cryptocurrency

Number of pages: 67 Posted: 08 Aug 2018 Last Revised: 16 Aug 2018
Yukun Liu and Aleh Tsyvinski
Yale University, Department of Economics, Students and Yale University - Cowles Foundation
Downloads 1,603 (10,155)
Citation 1

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Cryptocurrency, Risk and Return, Factor Pricing, Momentum, Investor Attention

Risks and Returns of Cryptocurrency

NBER Working Paper No. w24877
Number of pages: 68 Posted: 06 Aug 2018
Yukun Liu and Aleh Tsyvinski
Yale University, Department of Economics, Students and Yale University - Cowles Foundation
Downloads 341 (86,401)
Citation 2
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2.

Long Run Risk: Is It There?

Number of pages: 47 Posted: 12 Apr 2015 Last Revised: 18 Nov 2018
Yukun Liu and Ben Matthies
Yale University, Department of Economics, Students and Yale University, School of Management, Students
Downloads 1,142 (17,611)

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Long Run Risk, News, Macroeconomy and Asset Prices, Factor Model, Consumption Growth

3.

Labor-Based Asset Pricing

Number of pages: 51 Posted: 07 Dec 2017 Last Revised: 29 Apr 2019
Yukun Liu
Yale University, Department of Economics, Students
Downloads 1,039 (20,252)

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Vacancy Posting; Labor-Market Condition; Search-and-Matching; Return; Cash Flow

4.

Labor Market Competitor Network and the Transmission of Shocks

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 71 Posted: 25 May 2018 Last Revised: 07 Nov 2018
Yukun Liu and Xi Wu
Yale University, Department of Economics, Students and New York University (NYU) - Leonard N. Stern School of Business
Downloads 537 (50,246)

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Labor Competitors, Network, Skill Demand, Job Postings, Predictable Returns

5.

How Does Shareholder Governance Affect the Cost of Borrowing?

Number of pages: 47 Posted: 16 Nov 2016 Last Revised: 14 Mar 2019
Yukun Liu and Xi Wu
Yale University, Department of Economics, Students and New York University (NYU) - Leonard N. Stern School of Business
Downloads 508 (53,942)

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Corporate Governance, Shareholder Activism, Voting, Regression Discontinuity, Debtholders

6.
Downloads 420 ( 68,991)
Citation 1

Common Risk Factors in Cryptocurrency

Number of pages: 47 Posted: 14 Jun 2019
Yukun Liu, Aleh Tsyvinski and Xi Wu
Yale University, Department of Economics, Students, Yale University - Cowles Foundation and New York University (NYU) - Leonard N. Stern School of Business
Downloads 407 (71,058)

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Common Risk Factors in Cryptocurrency

NBER Working Paper No. w25882
Number of pages: 48 Posted: 28 May 2019
Yukun Liu, Aleh Tsyvinski and Xi Wu
Yale University, Department of Economics, Students, Harvard University - Department of Economics and New York University (NYU) - Leonard N. Stern School of Business
Downloads 13 (582,718)
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7.

Managerial Response to Non-Fundamental Price Shocks

Number of pages: 43 Posted: 30 Aug 2017 Last Revised: 05 Nov 2017
John C. Heater, Yukun Liu and Ben Matthies
Duke University - Fuqua School of Business, Yale University, Department of Economics, Students and Yale University, School of Management, Students
Downloads 263 (115,286)

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CEO Incentives, Managerial Behavior, Earnings Management, Disclosure, Financial Reporting