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

4

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1,190

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (4)

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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 Université Polytechnique Hauts-de-France
Downloads 490 (113,273)
Citation 2

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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 325 (180,516)
Citation 2

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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 205 (285,427)

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Biased Belief, Information Acquisition, News Sentiment, Risk Premium

4.

Pricing and Hedging Cybercrime News

Number of pages: 85 Posted: 22 Dec 2022 Last Revised: 14 Apr 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 170 (339,422)

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