Photo of Xin Liu

Xin Liu

Dr., Dr

  • WESSEX HOUSE 9.16

Accepting PhD Students

20182018
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Personal profile

Research interests

I am a Lecturer (equivalent to Assistant Professor) in Finance at School of Management, University of Bath since 2018. I received my Ph.D. degree in finance from The University of Hong Kong.  I also hold a bachelor degree in economics from Tsinghua University.

My research interests are empirical asset pricing and behavioral finance. My paper has been published in Review of Finance.

For more information on my research output, please visit 

https://liuxin12.wixsite.com/mysite

 

Publication:

Skewness, Individual Investor Preference, and the Cross-Section of Stock Returns (with Tse-Chun Lin), Review of Finance, Volume 22, Issue 5, Pages 1841–1876

Working Papers:

Diversification in Lottery-Like Features and Portfolio Pricing Discounts 

Investor Target Prices (with Shiyang Huang and Chengxi Yin)

The Invisible Burden: Goodwill and the Cross-Section of Stock Returns (with Weinan Zheng and Chengxi Yin)

Willing to supervise PhD

I am willing to supervise PhD students who are proficient in SAS programming and dealing with financial databases on projects related to my research area.

Education/Academic qualification

PhD in Finance, University of Hong Kong

B.A. in Economics, Tsinghua University

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Lottery Business & Economics
Investors Business & Economics
Target price Business & Economics
Pricing Business & Economics
Diversification Business & Economics
Cross-section of stock returns Business & Economics
Individual investors Business & Economics
Discount Business & Economics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2018 2018

Diversification in Lottery-like Features and Portfolio Pricing Discounts

Liu, X., 2018, (In preparation).

Research output: Working paper

Lottery
Diversification
Discount
Closed-end funds
Mergers and acquisitions

Investor Target Prices

Huang, S., Liu, X. & Yin, C., 2018, (In preparation).

Research output: Working paper

Investors
Target price
Shareholders
Uncertainty
Announcement

Skewness, Individual Investor Preference, and the Cross-section of Stock Returns

Lin, T-C. & Liu, X., 5 Aug 2018, In : Review of Finance. 22, 5, p. 1841-1876 36 p., rfx036.

Research output: Contribution to journalArticle

Open Access
Skewness
Individual investors
Preferred stock
Cross-section of stock returns
Lottery