Xin Liu

University of Bath

Claverton Down

Bath, BA2 7AY

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 44,749

SSRN RANKINGS

Top 44,749

in Total Papers Downloads

1,019

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (5)

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 546 (53,409)
Citation 5

Abstract:

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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
University of Bath, University of International Business and Economics and The University of Hong Kong Faculty of Business and Economics
Downloads 269 (121,589)

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: 75 Posted: 25 Aug 2017 Last Revised: 01 Aug 2019
Xin Liu
University of Bath
Downloads 89 (307,424)

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: 75 Posted: 27 Jul 2018 Last Revised: 01 Aug 2019
Xin Liu
University of Bath
Downloads 24 (547,876)

Abstract:

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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 Posted: 11 Dec 2019
Xin Liu and Xiaoran Ni
University of Bath and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 68 (356,754)

Abstract:

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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 Posted: 17 Dec 2019
Xin Liu and Weinan Zheng
University of Bath and The University of Hong Kong Faculty of Business and Economics
Downloads 23 (537,367)

Abstract:

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Herding, Treasuries, Time-to-maturity, Mutual funds, Short-termism