Shuo Liu

Tsinghua University - School of Economics & Management

Beijing, 100084

China

SCHOLARLY PAPERS

5

DOWNLOADS

428

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Dealers' Search Intensity in U.S. Corporate Bond Markets

Number of pages: 67 Posted: 01 Aug 2020
Shuo Liu
Tsinghua University - School of Economics & Management
Downloads 171 (261,626)
Citation 2

Abstract:

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corporate bond market, endogenous search intensity, market inefficiency, search model estimation

Corporate Bond Liquidity During the Covid-19 Crisis

CEPR Discussion Paper No. DP15231
Number of pages: 84 Posted: 12 Sep 2020 Last Revised: 22 Sep 2021
Gies College of Business, University of Illinois at Urbana-Champaign, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of California, Los Angeles (UCLA) - Department of Economics, Tsinghua University - School of Economics & Management, University of California, Los Angeles and affiliation not provided to SSRN
Downloads 1 (1,000,158)
Citation 3
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Abstract:

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corporate bonds, COVID-19, intermediation, liquidity, SMCCF

3.

Interdealer Price Dispersion

Number of pages: 78 Posted: 17 Oct 2022 Last Revised: 21 Nov 2022
UCLA Anderson School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management and Tsinghua University - School of Economics & Management
Downloads 113 (361,459)

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OTC, Interdealer Price Dispersion, Credit Spreads

4.

Search Friction, Liquidity Risk and Bond Mis-allocation

Number of pages: 60 Posted: 20 Aug 2020 Last Revised: 26 May 2021
Shuo Liu
Tsinghua University - School of Economics & Management
Downloads 86 (432,595)

Abstract:

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corporate bond market, bond mis-allocation, liquidity risk, search frictions

5.

Social Optimal Search Intensity in Over-the-Counter Markets

Number of pages: 87 Posted: 12 Aug 2020
Shuo Liu
Tsinghua University - School of Economics & Management
Downloads 57 (538,890)

Abstract:

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endogenous search intensity, social optimal solution, core-periphery network