Xin Liu

School of Finance, Renmin University of China

Assistant Professor

Room 307A

Mingde Main Building, Renmin University of China

Beijing, Beijing 100872

China

  • School of Finance, Renmin University of China

SCHOLARLY PAPERS

12

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5

CROSSREF CITATIONS

4

Scholarly Papers (12)

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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 School of Finance, Renmin University of China
Downloads 647 (57,430)
Citation 5

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

2.

The Invisible Burden

Journal of Financial Markets, Forthcoming
Number of pages: 63 Posted: 13 Dec 2018 Last Revised: 14 Apr 2020
Xin Liu, Chengxi (Adam) Yin and Weinan Zheng
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 412 (99,740)
Citation 1

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

3.

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: 03 Mar 2022
Craig W. Holden, Xin Liu, Yifei Mao and Jayoung Nam
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) - Edwin L. Cox School of Business
Downloads 338 (124,681)
Citation 2

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

4.

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

Number of pages: 65 Posted: 12 Sep 2020 Last Revised: 31 Dec 2021
Shiyang Huang, Wenxi Jiang, Xiaoxi Liu and Xin Liu
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 331 (127,462)
Citation 2

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

5.

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 - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 255 (166,677)

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

6.

Analyst Incentives and Stock Return Synchronicity: Evidence from MiFID II

Number of pages: 76 Posted: 21 Sep 2020 Last Revised: 21 Jun 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 178 (232,186)

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

7.

Economic Links from Bonds and Cross-Stock Return Predictability

Number of pages: 51 Posted: 28 Mar 2022
Jian Feng, Xiaolin Huo, Xin Liu and Yifei Mao
HKU Business School, The University of Hong Kong, Renmin University of China, School of Finance, Renmin University of China and Cornell University - SC Johnson College of Business - Finance Department
Downloads 150 (267,721)

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

8.

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 119 (319,268)

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

9.

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

Number of pages: 45 Posted: 15 Sep 2021 Last Revised: 08 Dec 2021
Xin Liu, Xiaoran Ni, Zhigang Qiu and Kailun Zhang
School of Finance, Renmin University of China, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE), School of Finance, Renmin University of China and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 82 (405,999)

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

10.

Geographic Proximity in Short Selling

Number of pages: 64 Posted: 07 Jun 2021 Last Revised: 22 Oct 2021
Xiaolin Huo, Xin Liu and Vesa Pursiainen
Renmin University of China, School of Finance, Renmin University of China and University of St. Gallen
Downloads 81 (408,894)

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

11.

Strategic Insider Trading: Disguising Order Flows to Escape Trading Competition

Journal of Corporate Finance, Forthcoming
Number of pages: 41 Posted: 02 Mar 2021
Dingwei Gu, Xin Liu, Hanwen Sun and Huainan Zhao
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 71 (440,044)

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

12.

Coreversal: The Booms and Busts of Arbitrage Activities in China

Number of pages: 42 Posted: 06 Jun 2022
Xin Liu, Zhigang Qiu, Luyao Shen and Weinan Zheng
School of Finance, Renmin University of China, School of Finance, Renmin University of China, affiliation not provided to SSRN and International School of Economics and Management, Capital University of Economics and Business
Downloads 37 (583,241)

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