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

DOWNLOADS
Rank 20,142

SSRN RANKINGS

Top 20,142

in Total Papers Downloads

5,351

TOTAL CITATIONS
Rank 10,180

SSRN RANKINGS

Top 10,180

in Total Papers Citations

91

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 985 (49,538)
Citation 13

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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 55 (815,696)
Citation 26

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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
Kent State 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 970 (51,438)
Citation 29

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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 591 (98,898)
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
Kent State University, University of International Business and Economics (UIBE) - School of Banking and Finance and Georgia State University - J. Mack Robinson College of Business
Downloads 341 (187,266)
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
Kent State University, University of International Business and Economics (UIBE) - School of Banking and Finance and Georgia State University - J. Mack Robinson College of Business
Downloads 114 (521,885)
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), Kent State University, University of International Business and Economics (UIBE) - School of Banking and Finance and School of Finance, Central University of Finance and Economics
Downloads 371 (172,247)
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 282 (231,386)
Citation 2

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geographic location, information asymmetry, bullet train, IPO underpricing

7.

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 254 (257,452)

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8.

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 247 (264,708)

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

9.

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 245 (266,816)
Citation 2

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

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 144 (432,226)
Citation 3

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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 96 (592,422)

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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 216 (301,507)

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

12.

Salience Theory and Momentum Everywhere

Number of pages: 72 Posted: 17 May 2023 Last Revised: 20 Jul 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 211 (308,317)

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Salience theory, Return momentum, International markets, Customer momentum, Shared analyst momentum, Industry momentum JEL classification: G02, G11, G12, G14, G15

13.

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 143 (434,078)
Citation 9

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

14.

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 86 (628,314)

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