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

DOWNLOADS
Rank 3,000

SSRN RANKINGS

Top 3,000

in Total Papers Downloads

17,141

SSRN CITATIONS
Rank 13,975

SSRN RANKINGS

Top 13,975

in Total Papers Citations

62

CROSSREF CITATIONS

21

Scholarly Papers (13)

Actions:
Email selected abstracts
1.

Risks and Returns of Cryptocurrency

Downloads 4,248 ( 3,219)
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 3,691 (3,985)
Citation 13

Abstract:

Loading...

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 557 (68,632)
Citation 18

Abstract:

Loading...

2.

Common Risk Factors in Cryptocurrency

Downloads 2,701 ( 6,893)
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 2,278 (8,849)
Citation 9

Abstract:

Loading...

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 423 (95,881)
Citation 4

Abstract:

Loading...

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 2,072 (10,619)

Abstract:

Loading...

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 1,833 (12,856)

Abstract:

Loading...

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 1,737 (14,018)

Abstract:

Loading...

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 1,188 (24,832)
Citation 1

Abstract:

Loading...

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 860 (39,559)

Abstract:

Loading...

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 847 (40,239)
Citation 6

Abstract:

Loading...

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 (41,458)

Abstract:

Loading...

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 265 (160,329)

Abstract:

Loading...

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 (171,774)

Abstract:

Loading...

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 (177,339)

Abstract:

Loading...

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 76 (423,915)

Abstract:

Loading...