Xin Liu

University of Bath

Claverton Down

Bath, BA2 7AY

United Kingdom

  • University of Bath

SCHOLARLY PAPERS

5

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Scholarly Papers (5)

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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 536 (51,982)
Citation 3

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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
Xin Liu, Chengxi (Adam) Yin and Weinan Zheng
University of Bath, Renmin University of China and The University of Hong Kong Faculty of Business and Economics
Downloads 231 (135,402)

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

3.

Diversification in Lottery-Like Features and Portfolio Pricing Discounts

Downloads 99 (272,904)

Diversification in Lottery-Like Features and Portfolio Pricing Discounts

Number of pages: 75 Posted: 25 Aug 2017 Last Revised: 01 Aug 2019
Xin Liu
University of Bath
Downloads 75 (327,409)

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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: 75 Posted: 27 Jul 2018 Last Revised: 01 Aug 2019
Xin Liu
University of Bath
Downloads 24 (526,108)

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

4.

Human Capital Outflow and Stock Price Crashes: Evidence from the Rejection of the Inevitable Disclosure Doctrine

Number of pages: 52
Xin Liu and Xiaoran Ni
University of Bath and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
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Human capital outflow, Stock price crash risk, Inevitable disclosure doctrine, labor mobility, financial distress

5.

The Term Structure of Mutual Fund Herding

Number of pages: 35
Xin Liu and Weinan Zheng
University of Bath and The University of Hong Kong Faculty of Business and Economics
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Herding, Treasuries, Time-to-maturity, Mutual funds, Short-termism