Yukun Liu

University of Rochester - Simon Business School

Assistant Professor of Finance

Rochester, NY 14627

United States

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SCHOLARLY PAPERS

8

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8,118

SSRN CITATIONS

37

CROSSREF CITATIONS

14

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Scholarly Papers (8)

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1.

Risks and Returns of Cryptocurrency

Downloads 2,609 ( 5,865)

Citation 18

2

Risks and Returns of Cryptocurrency

Number of pages: 67 Posted: 08 Aug 2018 Last Revised: 16 Aug 2018

Yukun Liu and Aleh Tsyvinski

University of Rochester - Simon Business School and Yale University - Cowles Foundation

Downloads 2,255 (7,367)

Citation 7

Abstract:

Risks and Returns of Cryptocurrency

NBER Working Paper No. w24877

Number of pages: 68 Posted: 06 Aug 2018

Yukun Liu and Aleh Tsyvinski

University of Rochester - Simon Business School and Yale University - Cowles Foundation

Downloads 354 (100,468)

Citation 13

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Abstract:

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 1,366 (16,694)

Abstract:

3.

Long Run Risk: Is It There?

Number of pages: 88 Posted: 12 Apr 2015 Last Revised: 20 Feb 2021

Yukun Liu and Ben Matthies

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

Downloads 1,302 (17,934)

Abstract:

4.

Common Risk Factors in Cryptocurrency

Downloads 910 ( 30,389)

Citation 6

2

Common Risk Factors in Cryptocurrency

NYU Stern School of Business

Number of pages: 47 Posted: 14 Jun 2019

Yukun Liu, Aleh Tsyvinski and Xi Wu

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

Downloads 894 (30,733)

Citation 4

Abstract:

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

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

Downloads 16 (660,181)

Citation 4

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Abstract:

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 855 (33,147)

Citation 1

Abstract:

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 632 (49,836)

Abstract:

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 306 (118,399)

Citation 3

Abstract:

8.

Factor Clustering with t-SNE

Number of pages: 56 Posted: 27 Oct 2020

Philip Greengard, Yukun Liu, Stefan Steinerberger and Aleh Tsyvinski

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

Downloads 138 (247,653)

Abstract:

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