Author Page for Laura Xiaolei Liu

Limited Attention, Legalized Bribery and the Initial Public Offering Process

Number of pages: 61 Posted: 14 Mar 2006 Last Revised: 04 Aug 2020

Laura Xiaolei Liu, Ruichang Lu, Ann E. Sherman and Yong Zhang

Guanghua School of Management, Peking University, Department of Finance, Guanghua School of Management, Peking University, DePaul University and Hong Kong Polytechnic University

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Citation 1

Abstract:

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Investment-Based Expected Stock Returns

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2

Investment-Based Expected Stock Returns

Journal of Political Economy, Forthcoming, Simon School Working Paper No. FR 10-03

Number of pages: 36 Posted: 16 Oct 2009

Laura Xiaolei Liu, Toni M. Whited and Lu Zhang

Guanghua School of Management, Peking University, University of Michigan, Stephen M. Ross School of Business and Ohio State University - Fisher College of Business

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Citation 74

Abstract:

Investment-Based Expected Stock Returns

Journal of Political Economy, Vol. 117, No. 6, pp. 1105-1139, 2009

Posted: 18 Dec 2009

Laura Xiaolei Liu, Toni M. Whited and Lu Zhang

Guanghua School of Management, Peking University, University of Michigan, Stephen M. Ross School of Business and Ohio State University - Fisher College of Business

Abstract:

3.

Local Government Implicit Debt and the Pricing of LGFV Bonds

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Citation 16

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Local Government Implicit Debt and the Pricing of LGFV Bonds

Journal of Financial Research (in Chinese), 2021, No. 12, 170-188

Number of pages: 33 Posted: 24 Feb 2017 Last Revised: 11 Apr 2022

Laura Xiaolei Liu, Yuanzhen Lyu and Fan Yu

Guanghua School of Management, Peking University, UCLA Anderson School of Management and Claremont McKenna College - Robert Day School of Economics and Finance

Downloads 893 (45,955)

Citation 14

Abstract:

Local Government Implicit Debt and the Pricing of LGFV Bonds

Number of pages: 33 Posted: 15 Apr 2022

Laura Xiaolei Liu, Yuanzhen Lyu and Fan Yu

Guanghua School of Management, Peking University, UCLA Anderson School of Management and Claremont McKenna College - Robert Day School of Economics and Finance

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Citation 6

Abstract:

4.

Momentum Profits, Factor Pricing, and Macroeconomic Risk

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Citation 124

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Momentum Profits, Factor Pricing, and Macroeconomic Risk

Ross School of Business Paper No. 1050

Number of pages: 35 Posted: 26 Jul 2005

Laura Xiaolei Liu, Jerold B. Warner and Lu Zhang

Guanghua School of Management, Peking University, University of Rochester – Simon Business School and Ohio State University - Fisher College of Business

Downloads 523 (92,375)

Citation 4

Abstract:

Momentum Profits, Factor Pricing, and Macroeconomic Risk

Review of Financial Studies, Forthcoming

Number of pages: 40 Posted: 07 Nov 2007

Laura Xiaolei Liu and Lu Zhang

Guanghua School of Management, Peking University and Ohio State University - Fisher College of Business

Downloads 343 (150,994)

Citation 40

Abstract:

Momentum Profits, Factor Pricing, and Macroeconomic Risk

The Review of Financial Studies, Vol. 21, Issue 6, pp. 2417-2448, 2008

Posted: 15 Dec 2008

Laura Xiaolei Liu and Lu Zhang

Guanghua School of Management, Peking University and Ohio State University - Fisher College of Business

Abstract:

5.

The Impacts of Political Uncertainty on Asset Prices: Evidence from the Bo Scandal in China

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 61 Posted: 24 Jan 2017 Last Revised: 06 Feb 2017

Laura Xiaolei Liu, Haibing Shu and K.C. John Wei

Guanghua School of Management, Peking University, Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management and Hong Kong Polytechnic University

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Citation 25

Abstract:

6.

The Long-Run Role of the Media: Evidence from Initial Public Offerings

Midwest Finance Association 2013 Annual Meeting Paper, Management Science, Forthcoming

Number of pages: 37 Posted: 09 Jan 2011 Last Revised: 10 Jun 2014

Laura Xiaolei Liu, Ann E. Sherman and Yong Zhang

Guanghua School of Management, Peking University, DePaul University and Hong Kong Polytechnic University

Downloads 823 (52,226)

Citation 42

Abstract:

7.

Intangible Assets and Cross-Sectional Stock Returns: Evidence from Structural Estimation

Number of pages: 37 Posted: 28 Feb 2010 Last Revised: 02 Jan 2015

Erica X. N. Li, Laura Xiaolei Liu and Chen Xue

Cheung Kong Graduate School of Business, Guanghua School of Management, Peking University and University of Cincinnati

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Citation 11

Abstract:

8.

Cost Structure and Capital Structure – A Test of the Stakeholder Theory of Capital Structure

Number of pages: 47 Posted: 15 Mar 2012 Last Revised: 19 Oct 2014

Qianqian Du, Laura Xiaolei Liu and Rui Shen

Hong Kong University of Science & Technology (HKUST) - Department of Finance, Guanghua School of Management, Peking University and The Chinese University of Hong Kong, Shenzhen - School of Management and Economics

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Citation 3

Abstract:

9.

Securitization and Capital Structure in Nonfinancial Firms: An Empirical Investigation

Journal of Finance, 69(4) 1787-1825, August 2014

Number of pages: 89 Posted: 25 Nov 2011 Last Revised: 02 Feb 2018

Michael L. Lemmon, Laura Xiaolei Liu, Mike Qinghao Mao and Greg Nini

University of Utah - Department of Finance, Guanghua School of Management, Peking University, Deakin University - Faculty of Business and Law and Drexel University - Department of Finance

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Citation 22

Abstract:

10.

The Crowding-Out Effects of Real Estate Shocks – Evidence from China

Number of pages: 39 Posted: 24 Mar 2015 Last Revised: 25 Mar 2015

Ting Chen, Laura Xiaolei Liu and Li-An Zhou

Hong Kong University of Science & Technology (HKUST), Guanghua School of Management, Peking University and Peking University - Guanghua School of Management

Downloads 704 (64,298)

Citation 8

Abstract:

11.

Do Firms Have Target Leverage Ratios? Evidence from Historical Market-to-Book and Past Returns

Number of pages: 48 Posted: 12 Jan 2006

Laura Xiaolei Liu

Guanghua School of Management, Peking University

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Citation 19

Abstract:

12.

A Model of Momentum

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A Model of Momentum

Charles A. Dice Center Working Paper No. 2010-17, Fisher College of Business Working Paper No. 2010-03-17

Number of pages: 40 Posted: 27 Sep 2010 Last Revised: 17 Jun 2011

Laura Xiaolei Liu and Lu Zhang

Guanghua School of Management, Peking University and Ohio State University - Fisher College of Business

Downloads 385 (132,852)

Abstract:

A Model of Momentum

Number of pages: 55 Posted: 07 Mar 2011 Last Revised: 27 Feb 2012

Laura Xiaolei Liu and Lu Zhang

Guanghua School of Management, Peking University and Ohio State University - Fisher College of Business

Downloads 176 (291,484)

Abstract:

A Model of Momentum

NBER Working Paper No. w16747

Number of pages: 41 Posted: 31 Jan 2011 Last Revised: 06 Apr 2023

Laura Xiaolei Liu and Lu Zhang

Guanghua School of Management, Peking University and Ohio State University - Fisher College of Business

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Abstract:

13.

Economic Fundamentals, Risk, and Momentum Profits

Simon School Working Paper No. FR 04-03

Number of pages: 32 Posted: 13 Jan 2004

Laura Xiaolei Liu, Jerold B. Warner and Lu Zhang

Guanghua School of Management, Peking University, University of Rochester – Simon Business School and Ohio State University - Fisher College of Business

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Citation 5

Abstract:

14.

Regularities

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Citation 1

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Regularities

AFA 2007 Chicago Meetings Paper, Ross School of Business Paper No. 1071

Number of pages: 59 Posted: 21 Mar 2006

Laura Xiaolei Liu, Toni M. Whited and Lu Zhang

Guanghua School of Management, Peking University, University of Michigan, Stephen M. Ross School of Business and Ohio State University - Fisher College of Business

Downloads 324 (160,603)

Citation 1

Abstract:

Regularities

NBER Working Paper No. w13024

Number of pages: 59 Posted: 14 Apr 2007 Last Revised: 04 Aug 2022

Laura Xiaolei Liu, Toni M. Whited and Lu Zhang

Guanghua School of Management, Peking University, University of Michigan, Stephen M. Ross School of Business and Ohio State University - Fisher College of Business

Downloads 77 (538,059)

Abstract:

15.

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, Guanghua School of Management, Peking University and Hong Kong Polytechnic University

Downloads 282 (188,243)

Abstract:

16.

Historical Market-to-Book and Past Returns in a Partial-Adjustment Model of Leverage

Number of pages: 35 Posted: 02 Aug 2007 Last Revised: 03 Oct 2008

Laura Xiaolei Liu

Guanghua School of Management, Peking University

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Citation 2

Abstract:

17.

A Neoclassical Interpretation of Momentum

Journal of Monetary Economics, Vol. 67, 2014

Number of pages: 29 Posted: 16 Oct 2014 Last Revised: 13 Nov 2014

Laura Xiaolei Liu and Lu Zhang

Guanghua School of Management, Peking University and Ohio State University - Fisher College of Business

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Citation 8

Abstract:

18.

The Value of Bankruptcy Court in Financial Distress: Evidence from Chinese Bond Market

Number of pages: 66 Posted: 06 Dec 2022 Last Revised: 19 May 2023

Bo Li, Mai Li, Songnan Li and Laura Xiaolei Liu

Tsinghua University - PBC School of Finance, Guanghua School of Management, Peking University, Guanghua School of Management, Peking University and Guanghua School of Management, Peking University

Downloads 168 (305,129)

Abstract:

19.

Marketwide Private Information and Market Volatility-Volume Relation

Number of pages: 35 Posted: 25 May 2007

Laura Xiaolei Liu

Guanghua School of Management, Peking University

Downloads 143 (347,008)

Citation 3

Abstract:

20.

Big Data Analysis with No Digital Footprints Available: Evidence from Cyber-Telecom Fraud

Number of pages: 54 Posted: 22 Dec 2021

Laura Xiaolei Liu, Yufei Liu, Xinghua Ruan and Yu Zhang

Guanghua School of Management, Peking University, Peking University, Guanghua School of Management, Department of Finance, Students, Du Xiaoman Financial and Peking University - Guanghua School of Management

Downloads 127 (380,120)

Abstract:

21.

Customer Risk and Corporate Financial Policy: Evidence from Receivables Securitization

Journal of Corporate Finance, Forthcoming

Number of pages: 40 Posted: 15 Feb 2015 Last Revised: 27 Jan 2018

Laura Xiaolei Liu, Mike Qinghao Mao and Greg Nini

Guanghua School of Management, Peking University, Deakin University - Faculty of Business and Law and Drexel University - Department of Finance

Downloads 120 (396,719)

Citation 3

Abstract:

22.

Momentum Profits and Macroeconomic Risk

NBER Working Paper No. w11480

Number of pages: 28 Posted: 18 Aug 2005 Last Revised: 14 Nov 2022

Laura Xiaolei Liu, Jerold B. Warner and Lu Zhang

Guanghua School of Management, Peking University, University of Rochester – Simon Business School and Ohio State University - Fisher College of Business

Downloads 84 (505,173)

Abstract:

23.

Historical Market-to-Book and Past Returns in a Target Partial Adjustment Model

Journal of Corporate Finance, Vol. 15, No. 5, 2009

Posted: 21 Nov 2009

Laura Xiaolei Liu

Guanghua School of Management, Peking University

Laura Xiaolei Liu

Guanghua School of Management, Peking University

Professor of Finance and Accounting

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Scholarly Papers (23)

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Other Papers (1)

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