Shuo Liu

Tsinghua University - Tsinghua University School of Economics and Management

SCHOLARLY PAPERS

6

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1,070

SSRN CITATIONS
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in Total Papers Citations

92

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 - Tsinghua University School of Economics and Management
Downloads 544 (96,752)

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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 - Tsinghua University School of Economics and Management
Downloads 266 (215,497)
Citation 2

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

3.
Downloads 1 (349,846)
Citation 92

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 - Tsinghua University School of Economics and Management, University of California, Los Angeles and affiliation not provided to SSRN
Downloads 1 (1,191,465)
Citation 96
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corporate bonds, COVID-19, intermediation, liquidity, SMCCF

4.

Search friction, liquidity risk and bond misallocation

Journal of Financial Markets, Forthcoming
Number of pages: 104 Posted: 20 Aug 2020 Last Revised: 13 May 2024
Shuo Liu
Tsinghua University - Tsinghua University School of Economics and Management
Downloads 142 (379,506)

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

5.

Social Optimal Search Intensity in Over-the-Counter Markets

Review of Economic Dynamics, Forthcoming
Number of pages: 100 Posted: 12 Aug 2020 Last Revised: 13 May 2024
Shuo Liu
Tsinghua University - Tsinghua University School of Economics and Management
Downloads 100 (492,908)

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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: 14 Sep 2023
Shuo Liu
Tsinghua University - Tsinghua University School of Economics and Management
Downloads 17 (992,833)

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