Yukun Liu

University of Rochester - Simon Business School

Assistant Professor of Finance

Rochester, NY 14627

United States

  • University of Rochester - Simon Business School

SCHOLARLY PAPERS

8

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Top 5,784

in Total Papers Downloads

9,427

SSRN CITATIONS
Rank 14,080

SSRN RANKINGS

Top 14,080

in Total Papers Citations

63

CROSSREF CITATIONS

21

Scholarly Papers (8)

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1.

Risks and Returns of Cryptocurrency

Downloads 3,036 ( 4,983)
Citation 26

Risks and Returns of Cryptocurrency

Number of pages: 67 Posted: 08 Aug 2018 Last Revised: 16 Aug 2018
Yukun Liu, Aleh Tsyvinski and Aleh Tsyvinski
University of Rochester - Simon Business School and Yale UniversityYale University - Cowles Foundation
Downloads 2,649 (6,118)
Citation 10

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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 Last Revised: 23 Jun 2021
Yukun Liu, Aleh Tsyvinski and Aleh Tsyvinski
University of Rochester - Simon Business School and Yale UniversityYale University - Cowles Foundation
Downloads 387 (95,768)
Citation 18

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2.

Labor-Based Asset Pricing

Number of pages: 68 Posted: 07 Dec 2017 Last Revised: 03 Mar 2021
Yukun Liu
University of Rochester - Simon Business School
Downloads 1,457 (16,278)

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

3.

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 1,445 (16,480)

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

4.

Common Risk Factors in Cryptocurrency

Downloads 1,289 ( 19,522)
Citation 13

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 Haas School of Business, University of California Berkeley
Downloads 1,254 (20,058)
Citation 6

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Common Risk Factors in Cryptocurrency

NBER Working Paper No. w25882
Number of pages: 48 Posted: 28 May 2019 Last Revised: 20 Sep 2021
Yukun Liu, Aleh Tsyvinski, Aleh Tsyvinski and Xi Wu
University of Rochester - Simon Business School, Yale UniversityYale University - Cowles Foundation and Haas School of Business, University of California Berkeley
Downloads 35 (560,478)
Citation 4

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5.

Labor Links and Shock Transmissions

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 70 Posted: 25 May 2018 Last Revised: 20 Oct 2019
Yukun Liu and Xi Wu
University of Rochester - Simon Business School and Haas School of Business, University of California Berkeley
Downloads 931 (31,427)
Citation 1

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

6.

How Does Shareholder Governance Affect the Cost of Borrowing?

Number of pages: 72 Posted: 16 Nov 2016 Last Revised: 02 Nov 2020
Yukun Liu and Xi Wu
University of Rochester - Simon Business School and Haas School of Business, University of California Berkeley
Downloads 658 (50,349)

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Shareholder Governance, Public Debt, Private Debt, Voting, Regression Discontinuity

7.

Technology and Cryptocurrency Valuation: Evidence from Machine Learning

Number of pages: 79 Posted: 11 May 2020 Last Revised: 29 Jan 2021
Yukun Liu, Jinfei Sheng and Wanyi Wang
University of Rochester - Simon Business School, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 428 (85,899)
Citation 5

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Cryptocurrency, Technological Sophistication, Machine Learning, Textual Analysis, FinTech, Blockchain.

8.

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 183 (206,256)

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