Xin Liu

University of Bath

Claverton Down

Bath, BA2 7AY

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

565

CITATIONS

0

Scholarly Papers (3)

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 427 (61,773)

Abstract:

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

2.

Investor Target Prices

Number of pages: 62 Posted: 21 Aug 2017 Last Revised: 30 Aug 2018
The University of Hong Kong - School of Economics and Finance, University of Bath and Renmin University of China
Downloads 99 (247,728)

Abstract:

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Investor Target Price, Fraction of Investors Satisfied, Price Drift

Diversification in Lottery-Like Features and Portfolio Pricing Discounts

Number of pages: 72 Posted: 25 Aug 2017 Last Revised: 10 Sep 2018
Xin Liu
University of Bath
Downloads 25 (472,722)

Abstract:

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

Diversification in Lottery-Like Features and Portfolio Pricing Discounts

Number of pages: 72 Posted: 27 Jul 2018 Last Revised: 10 Sep 2018
Xin Liu
University of Bath
Downloads 14 (539,219)

Abstract:

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