Xin Liu

University of Bath

Claverton Down

Bath, BA2 7AY

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS
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Top 47,913

in Total Papers Downloads

869

SSRN CITATIONS

1

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 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
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

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)
Downloads 3

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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
Downloads 0

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