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

SCHOLARLY PAPERS

14

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SSRN CITATIONS
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SSRN RANKINGS

Top 12,816

in Total Papers Citations

107

CROSSREF CITATIONS

11

Scholarly Papers (14)

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, Journal of Finance, Forthcoming
Number of pages: 85 Posted: 04 Dec 2018 Last Revised: 24 Jun 2023
Massachusetts Institute of Technology, Tsinghua University - PBC School of Finance, Stanford University - Knight Management Center, University of International Business and Economics (UIBE) - School of Banking and Finance and CITIC Securities
Downloads 918 (47,194)
Citation 14

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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: 86 Posted: 03 Dec 2019 Last Revised: 27 Jun 2022
Massachusetts Institute of Technology, Tsinghua University - PBC School of Finance, Stanford University - Knight Management Center, University of International Business and Economics (UIBE) - School of Banking and Finance and CITIC Securities
Downloads 41 (786,947)
Citation 16

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2.

Investor Attention and Asset Pricing Anomalies

Baruch College Zicklin School of Business Research Paper No. 2019-08-04
Number of pages: 62 Posted: 17 Aug 2019 Last Revised: 01 Sep 2022
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 769 (61,168)
Citation 17

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

3.

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

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 68 Posted: 15 Jul 2017 Last Revised: 01 Sep 2022
University of International Business and Economics (UIBE) - School of Banking and Finance, The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and The University of Western Australia - UWA Business School
Downloads 541 (95,535)
Citation 2

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credit default swap; 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
Downloads 318 (174,681)
Citation 3

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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
Downloads 98 (495,028)
Citation 1

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Comovement; Asset Returns; Communication

5.

Liquidity in Cryptocurrency Market and Commonalities across Anomalies

Number of pages: 31 Posted: 23 Apr 2020 Last Revised: 01 Sep 2021
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 309 (181,312)
Citation 1

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Cryptocurrency, Asset Liquidity, Funding Liquidity, Anomalies

6.

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 266 (211,638)
Citation 1

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geographic location, information asymmetry, bullet train, IPO underpricing

7.

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

Number of pages: 61 Posted: 06 Sep 2019 Last Revised: 15 Mar 2022
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 - School of Economics
Downloads 228 (246,129)

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Foreign Bank Entry Deregulation; Stock Price Crash; Regulatory Change; Corporate Governance; Monitoring Spillover Effect; Stock Market Stability

8.

Carbon Dioxide and Asset Pricing: Evidence from International Stock Markets

PBCSF-NIFR Research Paper
Number of pages: 45 Posted: 10 Jan 2020 Last Revised: 29 Dec 2023
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 209 (267,073)
Citation 2

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

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 206 (270,677)

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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 116 (437,420)

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Ownership discrimination; Privatization; Split-share Structure Reform

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 88 (531,245)

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

11.

Ordeal by Innocence in the Big-data Era: Intended Data Breach Disclosure, Unintended Real Activities Manipulation

Number of pages: 48 Posted: 17 Dec 2020 Last Revised: 31 Aug 2021
Jinyu Liu and Xiaoran Ni
University of International Business and Economics (UIBE) - School of Banking and Finance and Xiamen University - School of Economics
Downloads 195 (284,392)

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Data Breach; Mandatory Disclosure; Real Activities Manipulation; Earnings Management

12.

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 125 (411,942)
Citation 9

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

13.

Sticky Leverage and Debt Overhang: Evidence from Foreign-Denominated Debt in Latin America

Number of pages: 68 Posted: 02 Jan 2023
Guojun Chen, Jinyu Liu and Shaowen Luo
National University of Singapore, University of International Business and Economics (UIBE) - School of Banking and Finance and Virginia Tech - Department of Economics
Downloads 55 (677,849)

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Debt overhang; debt financing costs; foreign-denominated debt; high frequency identification; monetary policy transmission; sticky leverage.

14.

Salience Theory and Momentum Everywhere

Number of pages: 69 Posted: 17 May 2023 Last Revised: 24 Apr 2024
Jiaqi Guo, Peng Li, Tse-Chun Lin and Jinyu Liu
Birmingham Business School, University of Bath, School of management, The University of Hong Kong - Faculty of Business and Economics and University of International Business and Economics (UIBE) - School of Banking and Finance
Downloads 54 (683,590)

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Salience theory; Return momentum; International markets; Customer momentum; Shared analyst momentum; Industry momentum