Author Page for Yukun Liu

LUISS University - Department of Economics and Finance, University of Rochester - Simon Business School and Yale UniversityYale University - Cowles Foundation

Downloads 5,367 (3,460)

Citation 38

Abstract:

3.

Common Risk Factors in Cryptocurrency

Downloads 5,209 ( 3,646)

Citation 29

2

Common Risk Factors in Cryptocurrency

Journal of Finance, Forthcoming

Number of pages: 55 Posted: 14 Jun 2019 Last Revised: 10 Jun 2021

Yukun Liu, Aleh Tsyvinski, Aleh Tsyvinski and Xi Wu

University of Rochester - Simon Business School, Yale UniversityYale University - Cowles Foundation and University of California, Berkeley - Haas School of Business

Downloads 4,121 (5,295)

Citation 25

Abstract:

Common Risk Factors in Cryptocurrency

NBER Working Paper No. w25882

Number of pages: 48 Posted: 28 May 2019 Last Revised: 22 Mar 2023

Yukun Liu, Aleh Tsyvinski, Aleh Tsyvinski and Xi Wu

University of Rochester - Simon Business School, Yale UniversityYale University - Cowles Foundation and University of California, Berkeley - Haas School of Business

Downloads 1,088 (42,409)

Citation 4

Abstract:

4.

Accounting for Cryptocurrency Value

Number of pages: 66 Posted: 02 Nov 2021 Last Revised: 20 Mar 2023

Yukun Liu, Aleh Tsyvinski, Aleh Tsyvinski and Xi Wu

University of Rochester - Simon Business School, Yale UniversityYale University - Cowles Foundation and University of California, Berkeley - Haas School of Business

Downloads 2,580 (11,477)

Citation 4

Abstract:

5.

Long Run Risk: Is It There?

Journal of Finance, Forthcoming

Number of pages: 55 Posted: 12 Apr 2015 Last Revised: 20 Sep 2021

Yukun Liu and Ben Matthies

University of Rochester - Simon Business School and University of Notre Dame

Downloads 2,389 (12,976)

Abstract:

6.

Labor-Based Asset Pricing

Number of pages: 74 Posted: 07 Dec 2017 Last Revised: 26 May 2023

Yukun Liu

University of Rochester - Simon Business School

Downloads 2,304 (13,756)

Abstract:

7.

Labor Links, Comovement and Predictable Returns

Number of pages: 69 Posted: 25 May 2018 Last Revised: 06 Dec 2022

Yukun Liu and Xi Wu

University of Rochester - Simon Business School and University of California, Berkeley - Haas School of Business

Downloads 1,747 (21,354)

Citation 1

Abstract:

8.

How Do Investors Value Technology in Cryptocurrency? Evidence from Textual Analysis

Number of pages: 62 Posted: 11 May 2020 Last Revised: 19 Nov 2024

Yukun Liu, Jinfei Sheng and Wanyi Wang

University of Rochester - Simon Business School, University of California, Irvine - Paul Merage School of Business and Babson College - Finance Division

Downloads 1,606 (24,260)

Citation 6

Abstract:

9.

Institutional Investor Attention

Number of pages: 106 Posted: 15 Apr 2022 Last Revised: 10 Feb 2023

Alan Kwan, Yukun Liu and Ben Matthies

The University of Hong Kong, University of Rochester - Simon Business School and University of Notre Dame

Downloads 1,265 (34,541)

Citation 3

Abstract:

10.

One Factor to Bind the Cross-Section of Returns

Downloads 1,110 (41,990)

2

One Factor to Bind the Cross-Section of Returns

Number of pages: 71 Posted: 16 Apr 2024

Nicola Borri, Denis Chetverikov, Yukun Liu, Aleh Tsyvinski and Aleh Tsyvinski

LUISS University - Department of Economics and Finance, University of California, Los Angeles (UCLA) - Department of Economics, University of Rochester - Simon Business School and Yale UniversityYale University - Cowles Foundation

Downloads 1,103 (41,705)

Abstract:

One Factor to Bind the Cross-Section of Returns

NBER Working Paper No. w32365

Number of pages: 72 Posted: 23 Apr 2024

Nicola Borri, Denis Chetverikov, Yukun Liu, Aleh Tsyvinski and Aleh Tsyvinski

LUISS University - Department of Economics and Finance, University of California, Los Angeles (UCLA) - Department of Economics, University of Rochester - Simon Business School and Yale UniversityYale University - Cowles Foundation

Downloads 7 (1,311,202)

Add to Cart

Abstract:

11.

How Does Shareholder Governance Affect the Cost of Borrowing? Evidence from the Passage of Anti-Takeover Provisions

Journal of Accounting & Economics (JAE), Forthcoming

Number of pages: 63 Posted: 16 Nov 2016 Last Revised: 17 Nov 2022

Yukun Liu and Xi Wu

University of Rochester - Simon Business School and University of California, Berkeley - Haas School of Business

Downloads 1,034 (46,255)

Abstract:

12.

Supply Chain Disruptions, Supplier Capital, and Financial Constraints *

Number of pages: 66 Posted: 26 Jun 2024 Last Revised: 13 Feb 2025

Ernest Liu, Yukun Liu, Vladimir Smirnyagin, Aleh Tsyvinski and Aleh Tsyvinski

Princeton University, University of Rochester - Simon Business School, University of Virginia - Department of Economics and Yale UniversityYale University - Cowles Foundation

Downloads 522 (114,856)

Abstract:

13.

Factor Clustering with t-SNE

Number of pages: 56 Posted: 27 Oct 2020

Philip Greengard, Yukun Liu, Stefan Steinerberger, Aleh Tsyvinski and Aleh Tsyvinski

affiliation not provided to SSRN, University of Rochester - Simon Business School, University of Washington and Yale UniversityYale University - Cowles Foundation

Downloads 422 (146,298)

Abstract:

14.

Labor Market Power and Firm Financial Flexibility

Number of pages: 40 Posted: 20 Mar 2018 Last Revised: 24 Apr 2023

Alan Kwan and Yukun Liu

The University of Hong Kong and University of Rochester - Simon Business School

Downloads 325 (195,387)

Abstract:

15.

Identifying Shocks to Systematic Risk in Times of Crisis

Number of pages: 68 Posted: 06 Jun 2022 Last Revised: 03 Jul 2024

Jacob Boudoukh, Yukun Liu, Tobias J. Moskowitz, Tobias J. Moskowitz and Matthew P. Richardson

Reichman University - Interdisciplinary Center (IDC) Herzliyah, University of Rochester - Simon Business School, Yale University, Yale SOMAQR Capital and Department of Finance, Leonard N. Stern School of Business, New York University

Downloads 308 (207,752)

Abstract:

16.

Is Long Run Risk Really Priced? A Reply

Number of pages: 15 Posted: 23 Apr 2024

Yukun Liu and Ben Matthies

University of Rochester - Simon Business School and University of Notre Dame

Downloads 298 (214,322)

Abstract:

17.

Performance Indicators of the Digital Age: Mobile Apps, Firm Disclosure, and Stock Returns

Number of pages: 51 Posted: 05 Jun 2024

Shuping Chen, Yukun Liu and Xi Wu

University of Texas at Austin - McCombs School of Business, University of Rochester - Simon Business School and University of California, Berkeley - Haas School of Business

Downloads 291 (219,762)

Abstract:

18.

The Rise of User Concentration in the Mobile App Market

Number of pages: 58 Posted: 05 May 2023

Yufeng Huang, Yukun Liu and Xi Wu

University of Rochester - Simon Business School, University of Rochester - Simon Business School and University of California, Berkeley - Haas School of Business

Downloads 230 (278,342)

Abstract:

19.

Inefficiencies of Carbon Trading Markets

Number of pages: 18 Posted: 06 Sep 2024

Nicola Borri, Yukun Liu, Aleh Tsyvinski, Aleh Tsyvinski and Xi Wu

LUISS University - Department of Economics and Finance, University of Rochester - Simon Business School, Yale UniversityYale University - Cowles Foundation and University of California, Berkeley - Haas School of Business

Downloads 140 (437,381)

Abstract:

20.

False Information in Advertising and Consumer Behavior: Evidence from Cash Advance Apps

Number of pages: 56 Posted: 13 Dec 2024 Last Revised: 06 Jan 2025

Yufeng Huang, Yukun Liu, Bowen Luo and Xi Wu

University of Rochester - Simon Business School, University of Rochester - Simon Business School, University of Houston - C.T. Bauer College of Business and University of California, Berkeley - Haas School of Business

Downloads 125 (476,006)

Abstract:

21.

Weighted-Average Quantile Regression

Downloads 55 (776,648)

Citation 1

2

Weighted-Average Quantile Regression

NBER Working Paper No. w30014

Number of pages: 71 Posted: 09 May 2022 Last Revised: 06 Jul 2023

Denis Chetverikov, Yukun Liu, Aleh Tsyvinski and Aleh Tsyvinski

University of California, Los Angeles (UCLA) - Department of Economics, University of Rochester - Simon Business School and Yale UniversityYale University - Cowles Foundation

Downloads 28 (1,039,762)

Abstract:

Weighted-Average Quantile Regression

Number of pages: 70 Posted: 10 May 2024

Denis Chetverikov, Yukun Liu, Aleh Tsyvinski and Aleh Tsyvinski

University of California, Los Angeles (UCLA) - Department of Economics, University of Rochester - Simon Business School and Yale UniversityYale University - Cowles Foundation

Downloads 27 (1,051,468)

Citation 1

Abstract:

22.

Forward Selection Fama-MacBeth Regression with Higher-Order Asset Pricing Factors

Number of pages: 53 Last Revised: 17 Mar 2025

Nicola Borri, Denis Chetverikov, Aleh Tsyvinski, Aleh Tsyvinski, Yukun Liu and Yukun Liu

LUISS University - Department of Economics and Finance, University of California, Los Angeles (UCLA) - Department of Economics, Yale UniversityYale University - Cowles Foundation, University of Rochester - Simon Business School and University of Rochester

Downloads 12

Abstract:

23.

Identifying Shocks to Systematic Risk in Times of Crisis

NBER Working Paper No. w32693

Number of pages: 69 Posted: 15 Jul 2024

Jacob Boudoukh, Yukun Liu, Tobias J. Moskowitz, Tobias J. Moskowitz and Matthew P. Richardson

Reichman University, University of Rochester - Simon Business School, Yale University, Yale SOMAQR Capital and Department of Finance, Leonard N. Stern School of Business, New York University

Downloads 10 (1,231,039)

Add to Cart

Yukun Liu

University of Rochester - Simon Business School

Assistant Professor of Finance

23

Top 1,862

33,238

Top 1,995

307

Scholarly Papers (23)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

One Factor to Bind the Cross-Section of Returns

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Identifying Shocks to Systematic Risk in Times of Crisis

Abstract: