Yukun Liu

University of Rochester - Simon Business School

Rochester, NY 14627

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 6,783

SSRN RANKINGS

Top 6,783

in Total Papers Downloads

7,063

SSRN CITATIONS
Rank 27,568

SSRN RANKINGS

Top 27,568

in Total Papers Citations

17

CROSSREF CITATIONS

12

Scholarly Papers (8)

1.
Downloads 2,214 ( 6,853)
Citation 16

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 1,863 (8,998)
Citation 5

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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
University of Rochester - Simon Business School and Yale University - Cowles Foundation
Downloads 351 (92,323)
Citation 11
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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
University of Rochester - Simon Business School and University of Notre Dame
Downloads 1,215 (17,924)

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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
University of Rochester - Simon Business School
Downloads 1,213 (17,980)

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

4.

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 744 (36,345)
Citation 1

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

5.
Downloads 660 ( 42,727)
Citation 5

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 645 (43,423)
Citation 4

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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
University of Rochester - Simon Business School, Harvard University - Department of Economics and Haas School of Business, University of California Berkeley
Downloads 15 (621,199)
Citation 2
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6.

How Shareholder Activism Affects Firms’ Cost of Borrowing

Number of pages: 47 Posted: 16 Nov 2016 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 594 (49,089)

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

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, University of Rochester - Simon Business School and University of Notre Dame
Downloads 286 (116,402)
Citation 1

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

8.

Do Cryptocurrencies Have Fundamental Values?

Number of pages: 71 Posted: 11 May 2020
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 137 (229,225)
Citation 1

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Initial Coin Offerings, Whitepaper, Machine Learning, Textual Analysis, FinTech, Blockchain.