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

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2,408

SSRN CITATIONS
Rank 31,647

SSRN RANKINGS

Top 31,647

in Total Papers Citations

17

CROSSREF CITATIONS

10

Scholarly Papers (12)

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 450 (78,437)
Citation 7

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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 Last Revised: 19 Jun 2021
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 (789,504)
Citation 1

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2.

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 368 (99,993)
Citation 2

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

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 264 (142,307)

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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 66 (416,572)
Citation 1

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Comovement; Asset Returns; Communication

4.

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 316 (118,352)
Citation 2

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

5.

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 237 (158,883)

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geographic location, information asymmetry, bullet train, IPO underpricing

6.

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 131 (266,105)
Citation 1

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Cryptocurrency, Asset Liquidity, Funding Liquidity, Anomalies

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 61 (434,005)

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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 60 (437,739)

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Ownership discrimination; Privatization; Split-share Structure Reform

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 105 (311,756)

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

9.

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 94 (335,078)

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10.

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 88 (349,320)
Citation 1

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

11.

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 88 (349,320)
Citation 5

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

12.

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

Number of pages: 52 Posted: 17 Dec 2020
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 77 (378,060)

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