Jiatao Liu

Xi’an Jiaotong-Liverpool University

Business Building (BS), South Campus, 8 Chongwen

, Lake Science and Education Innovation District

Suzhou, 215123

China

SCHOLARLY PAPERS

4

DOWNLOADS

866

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Factor Structure in Cryptocurrency Returns and Volatility

Number of pages: 53 Posted: 30 May 2019 Last Revised: 19 Jun 2021
Xi’an Jiaotong-Liverpool University, City University London - The Business School, IESEG School of Management and Catholic University of Lille - IÉSEG School of Management, Lille Campus
Downloads 375 (123,704)
Citation 2

Abstract:

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Cryptocurrency, Factor Structure, Bitcoin Bubble, Realised Volatility

2.

Mood Swings and Insufficient Information Acquisition: A Study on Cross-Section of Stock Returns

Number of pages: 57 Posted: 09 May 2018 Last Revised: 19 Jun 2021
Jiatao Liu and Ian W. Marsh
Xi’an Jiaotong-Liverpool University and City University London - The Business School
Downloads 285 (165,957)
Citation 1

Abstract:

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Information Acquisition; Mood; Mood Beta; Risk Premium; Anomalies

3.

Biased News and Irrational Investors: Evidence from Biased Beliefs about Uncertainty and Information Acquisition

Number of pages: 85 Posted: 30 Sep 2020 Last Revised: 19 Jun 2021
Jiatao Liu
Xi’an Jiaotong-Liverpool University
Downloads 160 (283,642)

Abstract:

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Biased Belief, Information Acquisition, News Sentiment, Risk Premium

4.

Cybercrime and the Cross-Section of Equity Returns

Number of pages: 47 Posted: 22 Dec 2022
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 46 (607,053)

Abstract:

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Equity returns, cybercrime, state variable, ICAPM, risk premia