Xin Liu

University of Bath

Claverton Down

Bath, BA2 7AY

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

668

CITATIONS

0

Scholarly Papers (3)

1.

Skewness, Individual investor preference, and the Cross-Section of Stock Returns

Review of Finance, Forthcoming
Number of pages: 63 Posted: 21 Oct 2015 Last Revised: 13 Mar 2017
Tse-Chun Lin and Xin Liu
The University of Hong Kong - Faculty of Business and Economics and University of Bath
Downloads 478 (55,927)

Abstract:

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MAX, lottery-like features, skewness, individual investor preference index, cross-sectional return predictability

2.

The Invisible Burden: Goodwill and the Cross-Section of Stock Returns

Number of pages: 57 Posted: 13 Dec 2018 Last Revised: 18 Jan 2019
University of Bath, Renmin University of China and The University of Hong Kong Faculty of Business and Economics
Downloads 128 (213,062)

Abstract:

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Goodwill, Return Predictability, Cash Flow, Underreaction, Market Inefficiency

Diversification in Lottery-Like Features and Portfolio Pricing Discounts

Number of pages: 70 Posted: 25 Aug 2017 Last Revised: 29 Jan 2019
Xin Liu
University of Bath
Downloads 44 (400,788)

Abstract:

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Cumulative Prospect Theory, CoMax, Diversification, Lottery-like Feature, Discount

Diversification in Lottery-Like Features and Portfolio Pricing Discounts

Number of pages: 70 Posted: 27 Jul 2018 Last Revised: 11 Jan 2019
Xin Liu
University of Bath
Downloads 18 (530,581)

Abstract:

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Cumulative Prospect Theory, CoMax, Diversification, Lottery-like Feature, Discount