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Jiatao Liu

Xi’an Jiaotong-Liverpool University

Business Building (BS), South Campus, 8 Chongwen

, Lake Science and Education Innovation District

Suzhou, 215123

China

  • Xi’an Jiaotong-Liverpool University

SCHOLARLY PAPERS

7

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2,273

TOTAL CITATIONS

2

Scholarly Papers (7)

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1.

Factor Structure in Cryptocurrency Returns and Volatility

Number of pages: 53 Posted: 30 May 2019 Last Revised: 19 Jun 2021
Jiatao Liu, Ian W. Marsh, Paolo Mazza and Mikael Petitjean
Xi’an Jiaotong-Liverpool University, City University London - The Business School, IESEG School of Management and Catholic University of Louvain (UCL) - Louvain Finance (LFIN)
Downloads 617 (111,533)
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Cryptocurrency, Factor Structure, Bitcoin Bubble, Realised Volatility

2.

Large Language Model Disagreement

Number of pages: 31 Posted: 27 Aug 2025 Last Revised: 10 Jun 2026
Yang Liu, Jiatao Liu and Tianyu Wang
Hunan University - College of Finance and Statistics, Xi’an Jiaotong-Liverpool University and Tsinghua University, School of Economics and Management
Downloads 429 (185,792)

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Large Language Model, AI, Belief Disagreement, Cross-Section of Stock Returns

3.

Dynamic Momentum Strategies: Return Dispersion and Predictability

Number of pages: 71 Posted: 13 Jun 2025 Last Revised: 04 Jul 2025
Jiatao Liu, Yongjie Zhang, Yuntian Zhang and Shen Zhao
Xi’an Jiaotong-Liverpool University, Tianjin University, Tianjin University and University of Macau
Downloads 360 (230,418)

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Momentum, Business cyclce, Uncertainty, Forecast disagreement, Dynamic timing

4.

When Retail Investors Strike: Return Dispersion, Momentum Crashes, and Reversals

Number of pages: 59 Posted: 10 Sep 2025
Jiatao Liu, Yongjie Zhang, Yuntian Zhang and Shen Zhao
Xi’an Jiaotong-Liverpool University, Tianjin University, Tianjin University and University of Macau
Downloads 331 (242,568)

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Retail Investors, Overreactions, Momentum, Dynamic timing, Return Dispersion

5.

Pricing and Hedging Cybercrime News

Number of pages: 72 Posted: 22 Dec 2022 Last Revised: 01 Nov 2024
Jiatao Liu, Ian W. Marsh and Yajun Xiao
Xi’an Jiaotong-Liverpool University, City University London - The Business School and Xi'an Jiaotong-Liverpool University (XJTLU)
Downloads 265 (288,370)

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Hedging Cybercrime, Corporate Governance, Industry Peers, Digitization, IT Investment

6.

Pricing the Global Trade Vulnerability

Number of pages: 70 Posted: 21 Dec 2025
Jiatao Liu and Jun Pan
Xi’an Jiaotong-Liverpool University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 156 (558,171)

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Asset Pricing, Trade Vulnerability, Supply Chain Fragility, Country Concentration, Global Value Chains

7.

Navigating Digital Frontiers: The Impact of China's Cybersecurity Law on Corporate Digital Innovation

Number of pages: 47 Posted: 08 Oct 2024
Hongze Chen, Congang Li, Jiatao Liu and Rong Xu
Renmin University of China, Shanghai Lixin Univeristy of Accounting and Finance, Xi’an Jiaotong-Liverpool University and Renmin University of China
Downloads 115 (649,907)

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Privacy regulation, digital privacy, digital innovation, cybersecurity