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Yukun Liu
Yukun Liu
Simon Business School, University of Rochester
Verified email at simon.rochester.edu - Homepage
Title
Cited by
Cited by
Year
Risks and returns of cryptocurrency
Y Liu, A Tsyvinski
The Review of Financial Studies 34 (6), 2689-2727, 2021
6602021
Common risk factors in cryptocurrency
Y Liu, A Tsyvinski, X Wu
The Journal of Finance 77 (2), 1133-1177, 2022
2272022
Long‐Run Risk: Is It There?
Y Liu, B Matthies
The Journal of Finance, 2022
23*2022
The economics of non-fungible tokens
N Borri, Y Liu, A Tsyvinski
Available at SSRN, 2022
182022
Labor-based asset pricing
Y Liu
182021
Do cryptocurrencies have fundamental values
Y Liu, J Sheng, W Wang
Available at SSRN 3577208, 2020
18*2020
Labor links and shock transmissions
Y Liu, X Wu
Paris December 2018 Finance Meeting EUROFIDAI-AFFI, 2018
16*2018
Accounting for Cryptocurrency Value
Y Liu, A Tsyvinski, X Wu
Available at SSRN 3951514, 2021
72021
Managerial Response to Non-Fundamental Price Shocks
JC Heater, Y Liu, B Matthies
Available at SSRN 3029520, 2017
42017
How Does Shareholder Governance Affect the Cost of Borrowing?
Y Liu, X Wu
Available at SSRN 2869446, 2019
3*2019
Weighted-average quantile regression
D Chetverikov, Y Liu, A Tsyvinski
National Bureau of Economic Research, 2022
22022
Institutional Investor Attention
A Kwan, Y Liu, B Matthies
Available at SSRN 4073873, 2022
22022
The Systematic Risk of Global Asset Returns in Times of Crisis:(How) is COVID-19 Different?
J Boudoukh, Y Liu, TJ Moskowitz, MP Richardson
Available at SSRN 4128178, 2021
12021
Factor Clustering with t-SNE
P Greengard, Y Liu, S Steinerberger, A Tsyvinski
Available at SSRN 3696027, 2020
12020
Labor market power and firm financial flexibility
A Kwan, Y Liu
Available at SSRN 3144130, 2018
12018
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Articles 1–15