Lu Liu

University of Pennsylvania - Finance Department

The Wharton School

3620 Locust Walk

Philadelphia, PA 19104

United States

  • University of Pennsylvania - Finance Department

SCHOLARLY PAPERS

6

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3,676

SSRN CITATIONS
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Top 19,779

in Total Papers Citations

47

CROSSREF CITATIONS

14

Scholarly Papers (6)

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1.

Reference Dependence in the Housing Market

Downloads 1,613 (19,664)
Citation 27

Reference Dependence in the Housing Market

Number of pages: 149 Posted: 14 Jun 2019 Last Revised: 01 Sep 2022
Steffen Andersen, Cristian Badarinza, Lu Liu, Julie Marx and Tarun Ramadorai
Copenhagen Business School - Department of Finance, National University of Singapore (NUS), University of Pennsylvania - Finance Department, Copenhagen Business School and Imperial College London
Downloads 1,612 (19,343)
Citation 8

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housing, mortgages, loss aversion, reference dependence, down-payment constraints

Reference Dependence in the Housing Market

CEPR Discussion Paper No. DP14147
Number of pages: 153 Posted: 04 Dec 2019 Last Revised: 29 Mar 2022
Steffen Andersen, Cristian Badarinza, Lu Liu, Julie Marx and Tarun Ramadorai
Copenhagen Business School - Department of Finance, National University of Singapore (NUS), University of Pennsylvania - Finance Department, Copenhagen Business School and Imperial College London
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down-payment constraints, housing, loss aversion, Mortgages, reference dependence

2.

Mortgage Lock-In, Mobility, and Labor Reallocation

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 78 Posted: 07 Apr 2023 Last Revised: 09 Nov 2023
Julia Fonseca and Lu Liu
University of Illinois at Urbana-Champaign and University of Pennsylvania - Finance Department
Downloads 1,019 (38,617)

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mortgages, housing lock-in, mobility, labor reallocation, monetary tightening

3.

Refinancing Cross-Subsidies in the Mortgage Market

Number of pages: 82 Posted: 18 Nov 2021 Last Revised: 25 Apr 2023
Jack Fisher, Alessandro Gavazza, Lu Liu, Tarun Ramadorai and Jagdish Tripathy
Independent, London School of Economics & Political Science (LSE) - Department of Economics, University of Pennsylvania - Finance Department, Imperial College London and Bank of England
Downloads 518 (94,021)
Citation 2

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Mortgages, refinancing, cross-subsidies, wealth inequality, household inaction, household finance, inertia

4.

Non-Salient Fees in the Mortgage Market

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Citation 2

Non-Salient Fees in the Mortgage Market

Number of pages: 60 Posted: 17 Aug 2019
Lu Liu
University of Pennsylvania - Finance Department
Downloads 242 (215,736)
Citation 1

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mortgages, household finance, price dispersion, salience, strategic pricing

Non-Salient Fees in the Mortgage Market

Bank of England Working Paper No. 819, September 2019
Number of pages: 61 Posted: 09 Sep 2019
Lu Liu
University of Pennsylvania - Finance Department
Downloads 43 (715,692)
Citation 1

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price dispersion, salience, strategic pricing, mortgages

5.

The Demand for Long-Term Mortgage Contracts and the Role of Collateral

Downloads 228 (229,466)

The Demand for Long-Term Mortgage Contracts and the Role of Collateral

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 73 Posted: 10 Jan 2023
Lu Liu
University of Pennsylvania - Finance Department
Downloads 217 (239,742)

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mortgage choice, house prices, credit risk, interest rate risk, household risk management, household finance

The Demand for Long-term Mortgage Contracts and the Role of Collateral

Bank of England Working Paper No. 1009, The Wharton School Research Paper
Number of pages: 75 Posted: 23 Mar 2023
Lu Liu
University of Pennsylvania - Finance Department
Downloads 11 (1,003,542)

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Mortgage choice, house prices, credit risk, interest rate risk, household risk management, household finance.

6.

The Demand for Long-Term Mortgage Contracts and the Role of Collateral

ESRB: Working Paper Series 2023/142
Number of pages: 74 Posted: 02 Jul 2023
Lu Liu
University of Pennsylvania - Finance Department
Downloads 13 (948,650)
Citation 1

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credit risk, household finance, household risk management, house prices, interest rate risk, mortgage choice