Yajun Xiao

Xi'an Jiaotong-Liverpool University (XJTLU)

111 Renai Road, SIP

JiangSu province 215123

China

  • Xi'an Jiaotong-Liverpool University (XJTLU)

SCHOLARLY PAPERS

8

DOWNLOADS

649

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (8)

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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 142 (338,317)

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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, University of Manitoba and Xi'an Jiaotong-Liverpool University (XJTLU)
Downloads 124 (375,237)

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bank-trust cooperation, leverage factor, intermediary asset pricing

3.

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 85 (485,859)

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

4.

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

Number of pages: 39 Posted: 24 Jul 2021 Last Revised: 02 Aug 2022
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 85 (485,859)
Citation 1

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

5.

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 80 (503,705)

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

6.

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 61 (583,166)

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

7.

Shadow Funding and Economic Growth: Evidence from China

Number of pages: 27 Posted: 02 Nov 2021 Last Revised: 11 Aug 2022
Yajun Xiao, Xiaowen An, Yahui An and Xu Feng
Xi'an Jiaotong-Liverpool University (XJTLU), Tianjin University - College of Management and Economics, Tianjin University of Commerce and Tianjin University - College of Management and Economics
Downloads 47 (656,812)

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Wealth Management Products, Shadow Credit, Intermediary, Economic Activity

8.

Monetary Policy as Market Stabilizer in the COVID-19 Pandemic

Number of pages: 23 Posted: 29 Nov 2022
Yimin Shan, Yang Chen and Yajun Xiao
Xi'an Jiaotong University (XJTU) - International Business School Suzhou, Xi'an Jiaotong University (XJTU) - International Business School Suzhou and Xi'an Jiaotong-Liverpool University (XJTLU)
Downloads 25 (811,531)

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Chinese monetary policy, event study, stock market, monetary policy transmission channels