Shuo Liu

Tsinghua University - School of Economics & Management

Beijing, 100084

China

SCHOLARLY PAPERS

6

DOWNLOADS

1,014

SSRN CITATIONS
Rank 16,553

SSRN RANKINGS

Top 16,553

in Total Papers Citations

83

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Interdealer Price Dispersion

Number of pages: 125 Posted: 17 Oct 2022 Last Revised: 16 Feb 2024
UCLA Anderson School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management and Tsinghua University - School of Economics & Management
Downloads 504 (103,793)

Abstract:

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OTC markets, intermediaries, dealers, corporate bonds, interdealer price dispersion

2.

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 258 (217,242)
Citation 2

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

3.
Downloads 1 (342,323)
Citation 83

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
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 (1,157,508)
Citation 89
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corporate bonds, COVID-19, intermediation, liquidity, SMCCF

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 139 (377,720)

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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 93 (506,079)

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

6.

Search Friction, Liquidity Risk and Bond Misallocation

Number of pages: 74 Posted: 08 Jul 2023
Shuo Liu
Tsinghua University - School of Economics & Management
Downloads 19 (950,251)

Abstract:

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Corporate bond market, Bond misallocation, Liquidity risk, Search friction