Ruozhou Liu

Peking University - Guanghua School of Management

Peking University

Beijing, Beijing 100871

China

Harvest Fund Management Co., Ltd.

Beijing

China

SCHOLARLY PAPERS

3

DOWNLOADS

92

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Is the Introduction of Futures Responsible for the Crash of Bitcoin

Finance Research Letters, Forthcoming
Number of pages: 12 Posted: 01 Mar 2019 Last Revised: 21 Jan 2020
Ruozhou Liu, Shanfeng Wan, Zili Zhang and Xuejun Zhao
Peking University - Guanghua School of Management, University of International Business and Economics (UIBE) - School of International Trade and Economics, Harvest Fund Management Co., Ltd. and Harvest Fund Management Co., Ltd.
Downloads 45 (418,076)
Citation 1

Abstract:

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Bitcoin; Crypto-Currencies; Bitcoin Futures; Market Crash

2.

Buy in May and Sell on St. Leger Day? The Reversal Halloween Effect in QMJ

Number of pages: 7 Posted: 05 Dec 2019
Xuquan Li, Ruozhou Liu and Zili Zhang
Harvest Fund Management Co., Ltd., Peking University - Guanghua School of Management and Harvest Fund Management Co., Ltd.
Downloads 31 (477,011)

Abstract:

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Halloween effect; Quality-minus-junk; Seasonality; Stock market

3.

中美市场的长期α与β (The Long Term α and β of Chinese and US Market)

Number of pages: 8 Posted: 09 Sep 2019
Ruozhou Liu, Xuejun Zhao and Zili Zhang
Peking University - Guanghua School of Management, Harvest Fund Management Co., Ltd. and Harvest Fund Management Co., Ltd.
Downloads 16 (562,179)

Abstract:

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Equity risk premium; Beta; Alpha; stock market