Yangyi Liu

Southwestern University of Finance and Economics (SWUFE) - School of Finance

Chengdu, 610074

China

SCHOLARLY PAPERS

4

DOWNLOADS

322

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

A Composite Four-Factor Model in China

Number of pages: 31 Posted: 24 Sep 2021
Xiangbin Lian, Yangyi Liu and Chuan Shi
Shenzhen China-Europe Rabbit Fund Management Co.,Ltd, Southwestern University of Finance and Economics (SWUFE) - School of Finance and Beijing Liangxin Investment Management Co. Ltd.
Downloads 224 (194,734)

Abstract:

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behavioral finance, asset pricing, factor models, cross-section of stock returns, China

2.

Where Does Money Flow? A Tale of Two Manager Abilities and The Role of Market Volatility

Number of pages: 68 Posted: 27 Apr 2022 Last Revised: 14 Jun 2022
Bing Han, Yangyi Liu and Ronghua Luo
University of Toronto, Rotman School of Management, Southwestern University of Finance and Economics (SWUFE) - School of Finance and Southwestern University of Finance and Economics (SWUFE)
Downloads 50 (534,054)

Abstract:

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Fund manager abilities, Market volatility, Fund flows, Investor sophistication

3.

Confidence in Fund Manager Skills and Mutual Fund Flows

Number of pages: 57 Posted: 17 Jun 2022 Last Revised: 19 Jul 2022
Yangyi Liu, Ronghua Luo and Senyang Zhao
Southwestern University of Finance and Economics (SWUFE) - School of Finance, Southwestern University of Finance and Economics (SWUFE) and Shanghai University of Finance and Economics
Downloads 48 (543,168)

Abstract:

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Mutual fund flows, Confidence in the fund’s skills, Uncertainty, Time-varying responses, Flow-performance sensitivity

4.

Refined Book-to-Market Ratio and the Cross-Section of Stock Returns in China

Posted: 08 Nov 2019
Yangyi Liu, Chuan Shi and Xiangbin Lian
Southwestern University of Finance and Economics (SWUFE) - School of Finance, Beijing Liangxin Investment Management Co. Ltd. and Shenzhen China-Europe Rabbit Fund Management Co.,Ltd

Abstract:

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asset pricing; cross-section of stock returns; Book-to-Market; Earnings-to-Price; China