Xin Liu

University of Bath

Claverton Down

Bath, BA2 7AY

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

485

CITATIONS

0

Scholarly Papers (2)

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 453 (58,339)

Abstract:

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

2.

Diversification in Lottery-Like Features and Portfolio Pricing Discounts

Number of pages: 71 Posted: 25 Aug 2017
Xin Liu
University of Bath
Downloads 32

Abstract:

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