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://mzttd.club/liujinyu.html

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 29,385

SSRN RANKINGS

Top 29,385

in Total Papers Downloads

1,793

SSRN CITATIONS
Rank 40,006

SSRN RANKINGS

Top 40,006

in Total Papers Citations

10

CROSSREF CITATIONS

7

Scholarly Papers (12)

1.

Withholding Bad News in the Face of Credit Default Swaps Trading: Evidence from Stock Price Crash Risk

Number of pages: 57 Posted: 15 Jul 2017 Last Revised: 15 Jul 2020
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 333 (101,228)
Citation 2

Abstract:

Loading...

credit default swaps; stock price crash risk; price discovery; bad news hoarding

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

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2018-82, PBCSF-NIFR Research Paper
Number of pages: 72 Posted: 04 Dec 2018 Last Revised: 29 Oct 2020
Massachusetts Institute of Technology, Tsinghua University - PBC School of Finance, University of Chicago - Finance, University of International Business and Economics (UIBE) - School of Banking and Finance and CITIC Securities
Downloads 327 (103,017)
Citation 8

Abstract:

Loading...

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 - PBC School of Finance, University of Chicago - Finance, University of International Business and Economics (UIBE) - School of Banking and Finance and CITIC Securities
Downloads 3 (731,131)
  • Add to Cart

Abstract:

Loading...

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 252 (135,657)

Abstract:

Loading...

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 (394,945)
Citation 1

Abstract:

Loading...

Comovement; Asset Returns; Communication

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 233 (147,027)
Citation 1

Abstract:

Loading...

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: 57 Posted: 17 Aug 2019 Last Revised: 04 Sep 2020
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 213 (160,033)

Abstract:

Loading...

investor attention; anomaly; price limit; coordination; synchronicity risk

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

PBCSF-NIFR Research Paper
Number of pages: 50 Posted: 06 Aug 2016 Last Revised: 29 Oct 2020
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 59 (405,078)

Abstract:

Loading...

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 (463,035)

Abstract:

Loading...

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 81 (336,802)
Citation 2

Abstract:

Loading...

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 73 (357,571)

Abstract:

Loading...

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

PBCSF-NIFR Research Paper
Number of pages: 36 Posted: 10 Jan 2020
Zhuo Chen, Jinyu Liu, Andrea Lu and Libin Tao
Tsinghua University - PBC School of Finance, 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 48 (438,369)

Abstract:

Loading...

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 45 (450,139)

Abstract:

Loading...

Cryptocurrency, Asset Liquidity, Funding Liquidity, Anomalies

11.

The Transformative Effects of Privatization in China: A Natural Experiment Based on Politician Career Concern

World Bank Policy Research Working Paper No. 9261
Number of pages: 46 Posted: 01 Jun 2020
Tsinghua University - School of Economics & Management, University of International Business and Economics (UIBE) - School of Banking and Finance, Peking University and World Bank
Downloads 20 (585,647)

Abstract:

Loading...

12.

Ordeal by Innocence? Mandatory Data Breach Revelation and Strategic Manipulation of Real Business Activities

Number of pages: 52
Jinyu Liu and Xiaoran Ni
University of International Business and Economics (UIBE) - School of Banking and Finance and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 0

Abstract:

Loading...

Data Breach; Cyber Risk; Real Activities Manipulation; Earnings Management