Xiaoyu Liu

Peking University - Guanghua School of Management

  • Peking University - Guanghua School of Management

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Replicating and Digesting Anomalies in the Chinese A-share Market

Zhibing Li, Laura Xiaolei Liu, Xiaoyu Liu, and K.C. John Wei (2023). Replicating and Digesting Anomalies in the Chinese A-share Market. Management Science, Forthcoming
Number of pages: 47 Posted: 27 Feb 2023
Zhibing Li, Laura Xiaolei Liu, Xiaoyu Liu and K.C. John Wei
University of International Business and Economics (UIBE) - School of Banking and Finance, Guanghua School of Management, Peking University, Peking University - Guanghua School of Management and Hong Kong Polytechnic University
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Replication; Chinese A-share market; Anomalies; Factor models; SOEs vs. non-SOEs

2.

Overpricing in Municipal Bond Markets and the Unintended Consequences of Regulatory Measures: Evidence from China

Number of pages: 56 Posted: 15 Apr 2024
Laura Xiaolei Liu, Qiao Liu, Xiaoyu Liu and Ni Zhu
Guanghua School of Management, Peking University, Peking University - Guanghua School of Management, Peking University - Guanghua School of Management and Development Research Center of the State Council, China
Downloads 317 (208,203)
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Chinese Municipal bonds, Overpricing, Price discovery, Marketization