Xin Liu

School of Finance, Renmin University of China

Assistant Professor

Room 307A

Mingde Main Building, Renmin University of China

Beijing, Beijing 100872

China

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 19,922

SSRN RANKINGS

Top 19,922

in Total Papers Downloads

4,793

SSRN CITATIONS
Rank 34,370

SSRN RANKINGS

Top 34,370

in Total Papers Citations

24

CROSSREF CITATIONS

6

Scholarly Papers (12)

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 School of Finance, Renmin University of China
Downloads 714 (68,031)
Citation 5

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

2.

Geographic Proximity in Short Selling

Number of pages: 76 Posted: 07 Jun 2021 Last Revised: 09 Nov 2023
University of International Business and Economics (UIBE), School of Finance, Renmin University of China and University of St. Gallen
Downloads 710 (68,548)
Citation 1

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short selling, geography, information, investor performance, hedge funds

3.

The Invisible Burden

Journal of Financial Markets, Forthcoming
Number of pages: 63 Posted: 13 Dec 2018 Last Revised: 14 Apr 2020
School of Finance, Renmin University of China, University of International Business and Economics and International School of Economics and Management, Capital University of Economics and Business
Downloads 692 (70,848)
Citation 1

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

4.

Does Liquidity Management Induce Fragility in Treasury Prices: Evidence from Bond Mutual Funds

Number of pages: 67 Posted: 12 Sep 2020 Last Revised: 26 Jan 2024
The University of Hong Kong - Faculty of Business and Economics, CUHK Business School, The Chinese University of Hong Kong, The Chinese University of Hong Kong (CUHK) and School of Finance, Renmin University of China
Downloads 575 (89,476)
Citation 5

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liquidity management; bond mutual fund; return comovement; financial fragility; U.S. Treasury

5.

Economic Links from Bonds and Cross-Stock Return Predictability

Number of pages: 83 Posted: 28 Mar 2022 Last Revised: 06 Nov 2023
HKU Business School, The University of Hong Kong, University of International Business and Economics (UIBE), School of Finance, Renmin University of China, Cornell University - SC Johnson College of Business - Finance Department and The Hong Kong Polytechnic University
Downloads 502 (105,928)

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Economic linkage, cross-firm return predictability, credit-rating comovement, market segmentation, market inefficiency

6.

Price Discovery in the Stock, OTC Corporate Bond, and NYSE Corporate Bond Markets

Kelley School of Business Research Paper No. 18-53
Number of pages: 36 Posted: 24 Jun 2018 Last Revised: 30 Oct 2022
Indiana University - Kelley School of Business - Department of Finance, School of Finance, Renmin University of China, Cornell University - SC Johnson College of Business - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 445 (122,284)
Citation 2

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Price Discovery, Information Share, Corporate Bond, OTC, NYSE

7.

Key Talent Outflow and Stock Price Crash Risk: Evidence from the Rejection of the Inevitable Disclosure Doctrine

Number of pages: 48 Posted: 11 Dec 2019 Last Revised: 10 Apr 2021
Xin Liu and Xiaoran Ni
School of Finance, Renmin University of China and Xiamen University - School of Economics
Downloads 385 (144,442)
Citation 1

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key talent outflow, crash risk, inevitable disclosure doctrine, labor mobility, stakeholder

8.

Analyst Incentives and Stock Return Synchronicity: Evidence from MiFID II

Financial Analysts Journal, 2022, 78(4): 77-97. DOI: 10.1080/0015198X.2022.2096990.
Number of pages: 76 Posted: 21 Sep 2020 Last Revised: 07 Dec 2022
Yihan Li, Xin Liu and Vesa Pursiainen
University of Bath, School of management, School of Finance, Renmin University of China and University of St. Gallen
Downloads 247 (230,149)

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stock return synchronicity, price informativeness, sell-side analysts, MiFID II

9.

Diversification in Lottery-Like Features and Portfolio Pricing Discount: Evidence from Closed-end Funds

Journal of Empirical Finance, Forthcoming
Number of pages: 66 Posted: 25 Aug 2017 Last Revised: 05 Feb 2021
Xin Liu
School of Finance, Renmin University of China
Downloads 141 (378,860)

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Closed-end Fund Discount, Cumulative Prospect Theory, Diversification, Lottery-like Feature, CoMax

10.

Coreversal: The Booms and Busts of Arbitrage Activities in China

Number of pages: 42 Posted: 06 Jun 2022 Last Revised: 11 Feb 2023
School of Finance, Renmin University of China, Renmin University of China, Renmin University of China - School of Finance and International School of Economics and Management, Capital University of Economics and Business
Downloads 140 (380,984)
Citation 1

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Coreversal; Arbitrage activities; Price overshoot; Market destabilization; Reversal

11.

Like a Moth to a Flame: Do Stock Market Bubbles Exacerbate Credit Risks of Peer-to-Peer Lending?

Number of pages: 58 Posted: 15 Sep 2021 Last Revised: 16 Jan 2023
School of Finance, Renmin University of China, Xiamen University - School of Economics, Renmin University of China and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 132 (398,965)
Citation 1

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Peer-to-peer lending; Credit risk; Retail investor; FinTech; Contagion

12.

Strategic Insider Trading: Disguising Order Flows to Escape Trading Competition

Journal of Corporate Finance, Forthcoming
Number of pages: 41 Posted: 02 Mar 2021
Fudan University - School of Management, School of Finance, Renmin University of China, University of Bath, School of Management and Loughborough University - School of Business and Economics
Downloads 110 (457,551)
Citation 2

Abstract:

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Insider Trading, Short Selling, Order Flows, Trading Competition, Cautious Strategy