Yukun Liu

Yale University, Department of Economics, Students

PhD Student

28 Hillhouse Ave

New Haven, CT 06520-8268

United States

  • Yale University, Department of Economics, Students

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

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1.

Risks and Returns of Cryptocurrency

Downloads 1,638 ( 9,513)

Risks and Returns of Cryptocurrency

Number of pages: 67 Posted: 08 Aug 2018 Last Revised: 16 Aug 2018
Yukun Liu and Aleh Tsyvinski
Yale University, Department of Economics, Students and Yale University - Cowles Foundation
Downloads 1,310 (13,324)

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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
Yale University, Department of Economics, Students and Yale University - Cowles Foundation
Downloads 328 (86,734)
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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
Yale University, Department of Economics, Students and Yale University, School of Management, Students
Downloads 1,056 (18,911)

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

3.

Labor-Based Asset Pricing

Number of pages: 86 Posted: 07 Dec 2017 Last Revised: 26 Nov 2018
Yukun Liu
Yale University, Department of Economics, Students
Downloads 850 (26,013)

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

4.

Shareholder Activism, Internal Corporate Governance and the Cost of Bank Loans

Number of pages: 49 Posted: 16 Nov 2016 Last Revised: 22 Feb 2017
Yukun Liu and Xi Wu
Yale University, Department of Economics, Students and New York University (NYU) - Leonard N. Stern School of Business
Downloads 472 (56,774)

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

5.

Labor Market Competitor Network and the Transmission of Shocks

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 71 Posted: 25 May 2018 Last Revised: 07 Nov 2018
Yukun Liu and Xi Wu
Yale University, Department of Economics, Students and New York University (NYU) - Leonard N. Stern School of Business
Downloads 309 (93,711)

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

6.

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, Yale University, Department of Economics, Students and Yale University, School of Management, Students
Downloads 228 (128,266)

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