Xin Liu

University of Bath

Claverton Down

Bath, BA2 7AY

United Kingdom

  • University of Bath

SCHOLARLY PAPERS

5

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Rank 44,749

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Top 44,749

in Total Papers Downloads

1,019

SSRN CITATIONS

3

CROSSREF CITATIONS

0

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 546 (53,409)
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
University of Bath, University of International Business and Economics and The University of Hong Kong Faculty of Business and Economics
Downloads 269 (121,589)

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

3.

Diversification in Lottery-Like Features and Portfolio Pricing Discounts

Downloads 113 (260,019)

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)

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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)

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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)

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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)

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