Yukun Liu

University of Rochester - Simon Business School

Rochester, NY 14627

United States

  • University of Rochester - Simon Business School

SCHOLARLY PAPERS

8

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7,063

SSRN CITATIONS
Rank 27,568

SSRN RANKINGS

Top 27,568

in Total Papers Citations

17

CROSSREF CITATIONS

12

Scholarly Papers (8)

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1.

Risks and Returns of Cryptocurrency

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.

Common Risk Factors in Cryptocurrency

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.