Yajun Xiao

Xi'an Jiaotong-Liverpool University (XJTLU)

111 Renai Road, SIP

JiangSu province 215123

China

SCHOLARLY PAPERS

7

DOWNLOADS

324

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (7)

1.

Shadow Money, Banking Competition and Stability: Evidence from China

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 19-9
Number of pages: 62 Posted: 23 Jul 2020
Xu Feng, Eva Luetkebohmert and Yajun Xiao
Tianjin University - College of Management and Economics, University of Freiburg, Institute for Economic Researchaffiliation not provided to SSRN and Xi'an Jiaotong-Liverpool University (XJTLU)
Downloads 112 (327,891)

Abstract:

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banking competition, bank runs, financial stability, shadow funding, wealth management products

2.

Shadow Banks, Leverage Risks, and Asset Prices

Journal of Economic Dynamics and Control, Vol. 111, 2020
Number of pages: 54 Posted: 07 Mar 2019 Last Revised: 17 Mar 2020
Xu Feng, Lei Lu and Yajun Xiao
Tianjin University - College of Management and Economics, Asper School of Business, University of Manitoba and Xi'an Jiaotong-Liverpool University (XJTLU)
Downloads 89 (380,605)

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bank-trust cooperation, leverage factor, intermediary asset pricing

3.

Dynamic Asset Pricing with Interactions between Short-Sale and Borrowing Constraints

Macquarie University Faculty of Business & Economics Research Paper, Review of Asset Pricing Studies, forthcoming
Number of pages: 52 Posted: 16 Aug 2018 Last Revised: 16 Dec 2020
Lei Shi and Yajun Xiao
Macquarie University and Xi'an Jiaotong-Liverpool University (XJTLU)
Downloads 45 (534,781)

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Heterogeneous Investors; Borrowing Constraints; Short-Sale Constraints; Volatility; Regime Switch

4.

Wealth Management Products, Banking Competition, and Stability: Evidence from China

Number of pages: 39 Posted: 24 Jul 2021 Last Revised: 29 Nov 2021
Xu Feng, Eva Luetkebohmert and Yajun Xiao
Tianjin University - College of Management and Economics, University of Freiburg, Institute for Economic Researchaffiliation not provided to SSRN and Xi'an Jiaotong-Liverpool University (XJTLU)
Downloads 40 (559,096)

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wealth management products, shadow funding, banking competition, bank runs, financial stability

5.

Shadow Funding and Economic Growth: Evidence from China

Number of pages: 50 Posted: 02 Nov 2021
Yajun Xiao, Xiaowen An, Yahui An and Xu Feng
Xi'an Jiaotong-Liverpool University (XJTLU), Tianjin University - College of Management and Economics, affiliation not provided to SSRN and Tianjin University - College of Management and Economics
Downloads 22 (668,562)

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Wealth Management Products, Shadow Credit, Intermediary, Economic Activity

6.

Transitory and Permanent Cash Flow Shocks in Debt Contract Design

Harvard Business School Accounting & Management Unit Working Paper No. 22-026
Number of pages: 54 Posted: 02 Nov 2021 Last Revised: 26 Apr 2022
Le Ma, Anywhere (Siko) Sikochi and Yajun Xiao
University of Technology Sydney (UTS), Harvard University - Business School (HBS) and Xi'an Jiaotong-Liverpool University (XJTLU)
Downloads 16 (714,012)

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cash flow shocks, debt contracting, debt covenants, likelihood of default

7.

Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk

European Financial Management, Vol. 23, Issue 1, pp. 55-86, 2017
Number of pages: 32 Posted: 10 Jan 2017
University of Freiburg, Institute for Economic Researchaffiliation not provided to SSRN, RIVACON and Xi'an Jiaotong-Liverpool University (XJTLU)
Downloads 0 (873,307)

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funding liquidity, optimal capital structure, rollover risk, structural credit risk models