Yukun Liu

University of Rochester - Simon Business School

Assistant Professor of Finance

Rochester, NY 14627

United States

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 2,032

SSRN RANKINGS

Top 2,032

in Total Papers Downloads

28,484

SSRN CITATIONS
Rank 2,317

SSRN RANKINGS

Top 2,317

in Total Papers Citations

729

CROSSREF CITATIONS

29

Scholarly Papers (16)

1.
Downloads 5,454 ( 2,963)
Citation 196

Risks and Returns of Cryptocurrency

Number of pages: 67 Posted: 08 Aug 2018 Last Revised: 16 Aug 2018
University of Rochester - Simon Business School and Yale UniversityYale University - Cowles Foundation
Downloads 4,765 (3,707)
Citation 21

Abstract:

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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 2023
University of Rochester - Simon Business School and Yale UniversityYale University - Cowles Foundation
Downloads 689 (70,353)
Citation 187

Abstract:

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2.

The Economics of Non-Fungible Tokens

Number of pages: 100 Posted: 18 Mar 2022 Last Revised: 31 Oct 2023
LUISS University - Department of Economics and Finance, University of Rochester - Simon Business School and Yale UniversityYale University - Cowles Foundation
Downloads 5,326 (3,106)
Citation 31

Abstract:

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Non-Fungible Token, NFT, Asset Pricing

3.
Downloads 4,576 ( 4,030)
Citation 167

Common Risk Factors in Cryptocurrency

Journal of Finance, Forthcoming
Number of pages: 55 Posted: 14 Jun 2019 Last Revised: 10 Jun 2021
University of Rochester - Simon Business School, Yale UniversityYale University - Cowles Foundation and University of California, Berkeley - Haas School of Business
Downloads 3,567 (5,997)
Citation 25

Abstract:

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Common Risk Factors in Cryptocurrency

NBER Working Paper No. w25882
Number of pages: 48 Posted: 28 May 2019 Last Revised: 22 Mar 2023
University of Rochester - Simon Business School, Yale UniversityYale University - Cowles Foundation and University of California, Berkeley - Haas School of Business
Downloads 1,009 (41,990)
Citation 4

Abstract:

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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 2,271 (12,532)

Abstract:

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

5.

Accounting for Cryptocurrency Value

Number of pages: 66 Posted: 02 Nov 2021 Last Revised: 20 Mar 2023
University of Rochester - Simon Business School, Yale UniversityYale University - Cowles Foundation and University of California, Berkeley - Haas School of Business
Downloads 2,185 (13,339)
Citation 4

Abstract:

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Cryptocurrency, New Address, Value-Relevance, Return Predictability

6.

Labor-Based Asset Pricing

Number of pages: 74 Posted: 07 Dec 2017 Last Revised: 26 May 2023
Yukun Liu
University of Rochester - Simon Business School
Downloads 2,182 (13,365)

Abstract:

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

7.

Labor Links, Comovement and Predictable Returns

Number of pages: 69 Posted: 25 May 2018 Last Revised: 06 Dec 2022
Yukun Liu and Xi Wu
University of Rochester - Simon Business School and University of California, Berkeley - Haas School of Business
Downloads 1,588 (21,926)
Citation 1

Abstract:

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Labor-Linked Firms, Job Postings, Predictable Returns, Limited Attention

8.

How Do Investors Value Technology in Cryptocurrency: Evidence from Textual Analysis

Number of pages: 58 Posted: 11 May 2020 Last Revised: 18 Apr 2024
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 1,451 (25,145)
Citation 6

Abstract:

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Cryptocurrency, Returns, Reversal, Overreaction, Information, Textual Analysis, Technology

9.

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

Journal of Accounting & Economics (JAE), Forthcoming
Number of pages: 63 Posted: 16 Nov 2016 Last Revised: 17 Nov 2022
Yukun Liu and Xi Wu
University of Rochester - Simon Business School and University of California, Berkeley - Haas School of Business
Downloads 991 (43,748)

Abstract:

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

10.

Institutional Investor Attention

Number of pages: 106 Posted: 15 Apr 2022 Last Revised: 10 Feb 2023
Alan Kwan, Yukun Liu and Ben Matthies
The University of Hong Kong, University of Rochester - Simon Business School and University of Notre Dame
Downloads 989 (43,857)

Abstract:

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Investor Attention, Portfolio Allocation

11.

Factor Clustering with t-SNE

Number of pages: 56 Posted: 27 Oct 2020
affiliation not provided to SSRN, University of Rochester - Simon Business School, University of Washington and Yale UniversityYale University - Cowles Foundation
Downloads 372 (150,251)

Abstract:

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12.

Labor Market Power and Firm Financial Flexibility

Number of pages: 40 Posted: 20 Mar 2018 Last Revised: 24 Apr 2023
Alan Kwan and Yukun Liu
The University of Hong Kong and University of Rochester - Simon Business School
Downloads 308 (183,999)

Abstract:

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

One Factor to Bind the Cross-Section of Returns

Number of pages: 71 Posted: 16 Apr 2024
LUISS University - Department of Economics and Finance, University of California, Los Angeles (UCLA) - Department of Economics, University of Rochester - Simon Business School and Yale UniversityYale University - Cowles Foundation
Downloads 280 (205,850)

Abstract:

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asset returns, non-linear factor model, Kolmogorov-Arnold, factor zoo

14.

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

Number of pages: 72 Posted: 06 Jun 2022 Last Revised: 02 Sep 2022
Reichman University - Interdisciplinary Center (IDC) Herzliyah, University of Rochester - Simon Business School, Yale University, Yale SOMAQR Capital and Department of Finance, Leonard N. Stern School of Business, New York University
Downloads 222 (255,314)

Abstract:

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15.

The Rise of User Concentration in the Mobile App Market

Number of pages: 58 Posted: 05 May 2023
Yufeng Huang, Yukun Liu and Xi Wu
University of Rochester - Simon Business School, University of Rochester - Simon Business School and University of California, Berkeley - Haas School of Business
Downloads 205 (274,938)

Abstract:

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Mobile App Market, Concentration

16.

Is Long Run Risk Really Priced? A Reply

Number of pages: 15 Posted: 23 Apr 2024
Yukun Liu and Ben Matthies
University of Rochester - Simon Business School and University of Notre Dame
Downloads 84 (551,107)

Abstract:

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Long run risk