Lu Liu

University of Pennsylvania - Finance Department

The Wharton School

3620 Locust Walk

Philadelphia, PA 19104

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 24,442

SSRN RANKINGS

Top 24,442

in Total Papers Downloads

3,676

SSRN CITATIONS
Rank 19,779

SSRN RANKINGS

Top 19,779

in Total Papers Citations

47

CROSSREF CITATIONS

14

Scholarly Papers (6)

1.
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
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

Abstract:

Loading...

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
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 (1,091,075)
  • Add to Cart

Abstract:

Loading...

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)

Abstract:

Loading...

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
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

Abstract:

Loading...

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

4.
Downloads 285 (184,001)
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

Abstract:

Loading...

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

Abstract:

Loading...

price dispersion, salience, strategic pricing, mortgages

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)

Abstract:

Loading...

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)

Abstract:

Loading...

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

Abstract:

Loading...

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