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Xujun Liu

Shanghai University of Finance and Economics

China

  • Shanghai University of Finance and Economics

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

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1.

Short-Horizon Currency Expectations

Number of pages: 84 Posted: 20 May 2024 Last Revised: 17 Mar 2026
Ilias Filippou, Jiangyuan Li, Xujun Liu and Mark P. Taylor
Florida State University, Shanghai University of Finance and Economics, Shanghai University of Finance and Economics and Washington University in St. Louis - John M. Olin Business School
Downloads 579 (120,838)

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currency expectations, systematic risk, foreign exchange

2.

(Un)Expected Political Outcomes and Currency Markets 

Number of pages: 57 Posted: 20 Feb 2025 Last Revised: 23 May 2025
Ilias Filippou, Jiangyuan Li and Xujun Liu
Florida State University, Shanghai University of Finance and Economics and Shanghai University of Finance and Economics
Downloads 327 (232,793)

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JEL Classification: F31, G12, G15 Elections, referendums, unexpected, foreign exchange market

3.

Dissecting the Expected Investment Growth Premium

Number of pages: 72 Posted: 27 Jul 2023
Shan Chen and Xujun Liu
Southwestern University of Finance and Economics (SWUFE), School of Finance and Shanghai University of Finance and Economics
Downloads 287 (272,209)

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Expected Investment Growth Premium, External Growth, Internal Growth, Cross-Section of Equity Return

4.

The Positive Investment Premium in China

Number of pages: 52 Posted: 27 Aug 2023 Last Revised: 05 Jul 2025
Shan Chen, Xujun Liu and Shuyu Xue
Southwestern University of Finance and Economics (SWUFE), School of Finance, Shanghai University of Finance and Economics and Southwestern University of Finance and Economics (SWUFE)
Downloads 168 (449,518)

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Cross-section of stock returns, Assets Growth, Investment Premium, Chinese Market

5.

Safety, Growth, and the Bureaucratic Trade-off: Evidence from Municipal Planning in China

Number of pages: 39 Posted: 27 Nov 2025
Jiangyuan Li, Xujun Liu, Jiaping Qiu and Wei Zhou
Shanghai University of Finance and Economics, Shanghai University of Finance and Economics, Shanghai University of Finance and Economics and Shanghai University of Finance and Economics
Downloads 122 (596,393)

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Government Work Reports, Bureaucratic Prioritization, Large Language Models (LLM), Growth Targets

6.

Market Narratives vs. Fed Views: Generated Forecasts and Their Dispersion

Number of pages: 77 Posted: 04 Mar 2026 Last Revised: 24 Apr 2026
Xujun Liu, Zhuo Wang and Ei Yang
Shanghai University of Finance and Economics, Shanghai University of Finance and Economics - Shanghai University of Finance and Economics, Students and Shanghai University of Finance and Economics
Downloads 58 (1,052,702)

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FOMC announcements, Fed Information, forecast, disagreement, drift