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

13

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SSRN CITATIONS
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Top 13,975

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62

CROSSREF CITATIONS

21

Scholarly Papers (13)

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1.

Risks and Returns of Cryptocurrency

Downloads 4,236 ( 3,233)
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 3,681 (3,992)
Citation 13

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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 2022
Yukun Liu, Aleh Tsyvinski and Aleh Tsyvinski
University of Rochester - Simon Business School and Yale UniversityYale University - Cowles Foundation
Downloads 555 (68,864)
Citation 18

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2.

Common Risk Factors in Cryptocurrency

Downloads 2,693 ( 6,918)
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 2,271 (8,890)
Citation 9

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Common Risk Factors in Cryptocurrency

NBER Working Paper No. w25882
Number of pages: 48 Posted: 28 May 2019 Last Revised: 01 Apr 2022
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 422 (96,071)
Citation 4

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3.

The Economics of Non-Fungible Tokens

Number of pages: 51 Posted: 18 Mar 2022
Nicola Borri, Yukun Liu, Aleh Tsyvinski and Aleh Tsyvinski
LUISS University - Department of Economics and Finance, University of Rochester - Simon Business School and Yale UniversityYale University - Cowles Foundation
Downloads 2,053 (10,714)

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Non-Fungible Token, NFT, Asset Pricing

4.

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 1,831 (12,883)

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

5.

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 1,735 (14,021)

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

6.

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 1,187 (24,842)
Citation 1

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

7.

Accounting for Cryptocurrency Value

Number of pages: 72 Posted: 02 Nov 2021 Last Revised: 22 Jun 2022
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 849 (40,075)

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Cryptocurrency, New Address, Value-Relevance, Return Predictability

8.

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 843 (40,476)
Citation 6

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

9.

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

Number of pages: 71 Posted: 16 Nov 2016 Last Revised: 25 Apr 2022
Yukun Liu and Xi Wu
University of Rochester - Simon Business School and Haas School of Business, University of California Berkeley
Downloads 828 (41,432)

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

10.

Institutional Investor Attention

Number of pages: 59 Posted: 15 Apr 2022 Last Revised: 25 Apr 2022
Alan Kwan, Yukun Liu and Ben Matthies
The University of Hong Kong, University of Rochester - Simon Business School and University of Notre Dame
Downloads 258 (165,892)

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Investor Attention, Portfolio Allocation

11.

Labor Market Power and Firm Financial Flexibility

Number of pages: 40 Posted: 20 Mar 2018 Last Revised: 05 May 2022
Alan Kwan and Yukun Liu
The University of Hong Kong and University of Rochester - Simon Business School
Downloads 247 (171,670)

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Labor Market Power, Firm Financial Flexibility and Corporate Policy, Vacancy Postings

12.

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 239 (177,234)

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13.

The Systematic Risk of Global Asset Returns in Times of Crisis: (How) is COVID-19 Different?

Number of pages: 69 Posted: 06 Jun 2022 Last Revised: 20 Jun 2022
Jacob Boudoukh, Yukun Liu, Tobias J. Moskowitz, Tobias J. Moskowitz and Matthew P. Richardson
Interdisciplinary Center (IDC) Herzliyah, University of Rochester - Simon Business School, Yale University, Yale SOMAQR Capital and New York University (NYU) - Department of Finance
Downloads 71 (443,023)

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