Jinyu Liu

University of International Business and Economics (UIBE) - School of Banking and Finance

Associate Professor

No.10, Huixindong Street, Chaoyang District

Beijing, 100029

China

http://mzttd.club/liujinyu.html

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 24,326

SSRN RANKINGS

Top 24,326

in Total Papers Downloads

2,673

SSRN CITATIONS
Rank 31,599

SSRN RANKINGS

Top 31,599

in Total Papers Citations

17

CROSSREF CITATIONS

10

Scholarly Papers (12)

Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2018-82, PBCSF-NIFR Research Paper
Number of pages: 80 Posted: 04 Dec 2018 Last Revised: 02 Nov 2021
Massachusetts Institute of Technology, Tsinghua University - PBC School of Finance, University of Chicago - Finance, University of International Business and Economics (UIBE) - School of Banking and Finance and CITIC Securities
Downloads 495 (72,913)
Citation 7

Abstract:

Loading...

Pledgeability, haircut, repo, interbank and exchange markets, enterprise bonds, shadow cost of capital

Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets

Number of pages: 81 Posted: 03 Dec 2019 Last Revised: 10 Nov 2021
Massachusetts Institute of Technology, Tsinghua University - PBC School of Finance, University of Chicago - Finance, University of International Business and Economics (UIBE) - School of Banking and Finance and CITIC Securities
Downloads 8 (772,473)
Citation 1

Abstract:

Loading...

2.

Investor Attention and Asset Pricing Anomalies

Baruch College Zicklin School of Business Research Paper No. 2019-08-04
Number of pages: 62 Posted: 17 Aug 2019 Last Revised: 10 Nov 2021
Lei Jiang, Jinyu Liu, Lin Peng and Baolian Wang
Tsinghua University, University of International Business and Economics (UIBE) - School of Banking and Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 387 (98,472)

Abstract:

Loading...

investor attention; anomaly; price limit; coordination; synchronicity risk

3.

Withholding Bad News in the Face of Credit Default Swaps Trading: Evidence from Stock Price Crash Risk

Number of pages: 57 Posted: 15 Jul 2017 Last Revised: 15 Jul 2020
University of International Business and Economics (UIBE) - School of Banking and Finance, Hong Kong Polytechnic University - School of Accounting and Finance, The University of Hong Kong - Faculty of Business and Economics and The University of Western Australia - UWA Business School
Downloads 380 (100,531)
Citation 2

Abstract:

Loading...

credit default swaps; stock price crash risk; price discovery; bad news hoarding

Communication and Comovement: Evidence from Online Stock Forums

Number of pages: 59 Posted: 16 Feb 2015 Last Revised: 22 May 2018
Lei Jiang, Jinyu Liu and Baozhong Yang
Tsinghua University, University of International Business and Economics (UIBE) - School of Banking and Finance and Georgia State University - Robinson College of Businessaffiliation not provided to SSRN
Downloads 274 (142,626)
Citation 1

Abstract:

Loading...

Comovement; Asset Returns; Communication

Communication and Comovement: Evidence from Online Stock Forums

Second Annual Volatility Institute at NYU Shanghai (VINS) 2016
Number of pages: 66 Posted: 30 Jun 2016
Lei Jiang, Jinyu Liu and Baozhong Yang
Tsinghua University, University of International Business and Economics (UIBE) - School of Banking and Finance and Georgia State University - Robinson College of Businessaffiliation not provided to SSRN
Downloads 72 (412,245)
Citation 1

Abstract:

Loading...

Comovement; Asset Returns; Communication

5.

Distance, Transportation and the Underpricing of IPOs

Number of pages: 35 Posted: 26 Jun 2015 Last Revised: 22 Aug 2016
Zhangkai Huang, Jinyu Liu and Guangrong Ma
Tsinghua University - School of Economics & Management, University of International Business and Economics (UIBE) - School of Banking and Finance and Peking University
Downloads 239 (164,108)

Abstract:

Loading...

geographic location, information asymmetry, bullet train, IPO underpricing

6.

Liquidity in Cryptocurrency Market and Commonalities across Anomalies

Number of pages: 31 Posted: 23 Apr 2020 Last Revised: 01 Sep 2021
Central University of Finance and Economics (CUFE), Tsinghua University, University of International Business and Economics (UIBE) - School of Banking and Finance and School of Finance, Central University of Finance and Economics
Downloads 175 (218,406)
Citation 1

Abstract:

Loading...

Cryptocurrency, Asset Liquidity, Funding Liquidity, Anomalies

Does Privatization Reform Alleviate Ownership Discrimination? Evidence from the Split-Share Structure Reform in China

Number of pages: 68 Posted: 20 Mar 2017 Last Revised: 02 Sep 2019
Jinyu Liu, Zhengwei Wang and Zhu Wuxiang
University of International Business and Economics (UIBE) - School of Banking and Finance, Tsinghua University - PBC School of Finance and Tsinghua University - School of Economics & Management
Downloads 64 (439,475)

Abstract:

Loading...

Ownership discrimination; Privatization; Split-share Structure Reform

Does Privatization Reform Alleviate Ownership Discrimination? Evidence from the Split-share Structure Reform in China

PBCSF-NIFR Research Paper
Number of pages: 50 Posted: 06 Aug 2016 Last Revised: 29 Oct 2020
Jinyu Liu, Zhengwei Wang and Zhu Wuxiang
University of International Business and Economics (UIBE) - School of Banking and Finance, Tsinghua University - PBC School of Finance and Tsinghua University - School of Economics & Management
Downloads 62 (446,796)

Abstract:

Loading...

Ownership, Financing discrimination, Investment-cash flow sensitivity, Split-share Structure Reform

8.

Foreign Bank Entry Deregulation and Stock Market Stability: The China Experience

Number of pages: 57 Posted: 06 Sep 2019 Last Revised: 10 Nov 2021
Tse-Chun Lin, Jinyu Liu and Xiaoran Ni
The University of Hong Kong - Faculty of Business and Economics, University of International Business and Economics (UIBE) - School of Banking and Finance and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 119 (296,797)

Abstract:

Loading...

Foreign Bank Entry Deregulation; Stock Price Crash; Regulatory Change; Corporate Governance; Monitoring Spillover Effect; Stock Market Stability

9.

The Transformative Effects of Privatization in China: A Natural Experiment Based on Politician Career Concern

World Bank Policy Research Working Paper No. 9261
Number of pages: 46 Posted: 01 Jun 2020
Tsinghua University - School of Economics & Management, University of International Business and Economics (UIBE) - School of Banking and Finance, Peking University and World Bank
Downloads 105 (323,856)

Abstract:

Loading...

10.

Carbon Dioxide and Asset Pricing: Evidence from International Stock Markets

PBCSF-NIFR Research Paper
Number of pages: 36 Posted: 10 Jan 2020
Zhuo Chen, Jinyu Liu, Andrea Lu and Libin Tao
Tsinghua University - PBC School of Finance, University of International Business and Economics (UIBE) - School of Banking and Finance, The University of Melbourne - Department of Finance and University of International Business and Economics - School of Banking and Finance
Downloads 105 (323,856)
Citation 2

Abstract:

Loading...

International Asset Pricing, Consumption-Based Capital Asset Pricing Model, Carbon Dioxide Emissions

11.

Ordeal by Innocence in the Big-data Era: Intended Data Breach Disclosure, Unintended Real Activities Manipulation

Number of pages: 48 Posted: 17 Dec 2020 Last Revised: 31 Aug 2021
Jinyu Liu and Xiaoran Ni
University of International Business and Economics (UIBE) - School of Banking and Finance and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 98 (338,814)

Abstract:

Loading...

Data Breach; Mandatory Disclosure; Real Activities Manipulation; Earnings Management

12.

Political Uncertainty and a Firm’s Credit Risk: Evidence from the International CDS Market

Journal of Financial Stability, Forthcoming
Number of pages: 43 Posted: 24 Aug 2014 Last Revised: 04 May 2017
Jinyu Liu and Rui Zhong
University of International Business and Economics (UIBE) - School of Banking and Finance and The University of Western Australia - UWA Business School
Downloads 90 (357,630)
Citation 5

Abstract:

Loading...

Political Uncertainty; National Elections; Credit Risk; Idiosyncratic Volatility; Rollover Risk