Jinyu Liu

University of International Business and Economics (UIBE) - School of Banking and Finance

Associate Professor

No.10, Huixindong Street, Chaoyang District

Beijing, 100029

China

http://sbf.uibe.edu.cn/szdw/xyjs/zc/57847.htm

SCHOLARLY PAPERS

10

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1,569

SSRN CITATIONS
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SSRN RANKINGS

Top 36,235

in Total Papers Citations

11

CROSSREF CITATIONS

7

Scholarly Papers (10)

1.

CDS Trading and Stock Price Crash Risk

Number of pages: 64 Posted: 15 Jul 2017 Last Revised: 11 May 2019
University of International Business and Economics (UIBE) - School of Banking and Finance, Hong Kong Polytechnic University - School of Accounting and Finance, The University of Hong Kong - Faculty of Business and Economics and The University of Western Australia - UWA Business School
Downloads 310 (104,501)
Citation 2

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CDS trading; stock price crash risk; information spillover; earning management; compensation incentives

Communication and Comovement: Evidence from Online Stock Forums

Number of pages: 59 Posted: 16 Feb 2015 Last Revised: 22 May 2018
Lei Jiang, Jinyu Liu and Baozhong Yang
Tsinghua University, University of International Business and Economics (UIBE) - School of Banking and Finance and Georgia State University - Robinson College of Business
Downloads 247 (132,261)
Citation 1

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Comovement; Asset Returns; Communication

Communication and Comovement: Evidence from Online Stock Forums

Second Annual Volatility Institute at NYU Shanghai (VINS) 2016
Number of pages: 66 Posted: 30 Jun 2016
Lei Jiang, Jinyu Liu and Baozhong Yang
Tsinghua University, University of International Business and Economics (UIBE) - School of Banking and Finance and Georgia State University - Robinson College of Business
Downloads 62 (379,218)
Citation 1

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Comovement; Asset Returns; Communication

Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2018-82
Number of pages: 72 Posted: 04 Dec 2018 Last Revised: 27 Jan 2020
Massachusetts Institute of Technology, Tsinghua University, University of Chicago - Finance, University of International Business and Economics (UIBE) - School of Banking and Finance and CITIC Securities
Downloads 272 (119,606)
Citation 9

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Pledgeability, haircut, repo, interbank and exchange markets, enterprise bonds, shadow cost of capital

Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets

NBER Working Paper No. w26520
Number of pages: 70 Posted: 03 Dec 2019
Massachusetts Institute of Technology, Tsinghua University, University of Chicago - Finance, University of International Business and Economics (UIBE) - School of Banking and Finance and CITIC Securities
Downloads 3 (701,038)
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4.

Distance, Transportation and the Underpricing of IPOs

Number of pages: 35 Posted: 26 Jun 2015 Last Revised: 22 Aug 2016
Zhangkai Huang, Jinyu Liu and Guangrong Ma
Tsinghua University - School of Economics & Management, University of International Business and Economics (UIBE) - School of Banking and Finance and Peking University
Downloads 229 (142,971)

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geographic location, information asymmetry, bullet train, IPO underpricing

5.

Investor Attention and Asset Pricing Anomalies

Baruch College Zicklin School of Business Research Paper No. 2019-08-04
Number of pages: 59 Posted: 17 Aug 2019 Last Revised: 01 Oct 2019
Lei Jiang, Jinyu Liu, Lin Peng and Baolian Wang
Tsinghua University, University of International Business and Economics (UIBE) - School of Banking and Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 171 (187,055)

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investor attention; anomaly; price limit; trade imbalance

Does Privatization Reform Alleviate Ownership Discrimination? Evidence from the Split-share Structure Reform in China

Number of pages: 50 Posted: 06 Aug 2016 Last Revised: 15 Mar 2017
Jinyu Liu, Zhengwei Wang and Zhu Wuxiang
University of International Business and Economics (UIBE) - School of Banking and Finance, Tsinghua University - PBC School of Finance and Tsinghua University - School of Economics & Management
Downloads 57 (395,727)

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Ownership, Financing discrimination, Investment-cash flow sensitivity, Split-share Structure Reform

Does Privatization Reform Alleviate Ownership Discrimination? Evidence from the Split-Share Structure Reform in China

Number of pages: 68 Posted: 20 Mar 2017 Last Revised: 02 Sep 2019
Jinyu Liu, Zhengwei Wang and Zhu Wuxiang
University of International Business and Economics (UIBE) - School of Banking and Finance, Tsinghua University - PBC School of Finance and Tsinghua University - School of Economics & Management
Downloads 44 (444,500)

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Ownership discrimination; Privatization; Split-share Structure Reform

7.

Political Uncertainty and a Firm’s Credit Risk: Evidence from the International CDS Market

Journal of Financial Stability, Forthcoming
Number of pages: 43 Posted: 24 Aug 2014 Last Revised: 04 May 2017
Jinyu Liu and Rui Zhong
University of International Business and Economics (UIBE) - School of Banking and Finance and The University of Western Australia - UWA Business School
Downloads 77 (335,374)
Citation 2

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Political Uncertainty; National Elections; Credit Risk; Idiosyncratic Volatility; Rollover Risk

8.

Foreign Bank Entry and Stock Market Stability: Insights from Staggered Regulatory Changes

Number of pages: 62 Posted: 06 Sep 2019 Last Revised: 07 Mar 2020
Tse-Chun Lin, Jinyu Liu and Xiaoran Ni
The University of Hong Kong - Faculty of Business and Economics, University of International Business and Economics (UIBE) - School of Banking and Finance and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 52 (406,635)

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Foreign Bank Entry; Stock Market Stability; Stock Price Crash; Regulatory Change; Information Quality; Monitoring Spillover Effect

9.

Carbon Dioxide and Asset Pricing: Evidence from International Stock Markets

Number of pages: 36 Posted: 10 Jan 2020
Zhuo Chen, Jinyu Liu, Andrea Lu and Libin Tao
Tsinghua University, University of International Business and Economics (UIBE) - School of Banking and Finance, The University of Melbourne - Department of Finance and University of International Business and Economics - School of Banking and Finance
Downloads 35 (473,862)

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International Asset Pricing, Consumption-Based Capital Asset Pricing Model, Carbon Dioxide Emissions

10.

Liquidity in Cryptocurrency Market and Commonalities across Anomalies

Number of pages: 29 Posted: 23 Apr 2020 Last Revised: 07 May 2020
Central University of Finance and Economics (CUFE), Tsinghua University, University of International Business and Economics (UIBE) - School of Banking and Finance and School of Finance, Central University of Finance and Economics
Downloads 10 (621,050)

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Cryptocurrency, Asset Liquidity, Funding Liquidity, Anomalies