Yukun Liu

University of Rochester - Simon Business School

Assistant Professor of Finance

Rochester, NY 14627

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 6,497

SSRN RANKINGS

Top 6,497

in Total Papers Downloads

8,053

SSRN CITATIONS
Rank 19,172

SSRN RANKINGS

Top 19,172

in Total Papers Citations

39

CROSSREF CITATIONS

14

Scholarly Papers (8)

1.
Downloads 2,583 ( 5,935)
Citation 18

Risks and Returns of Cryptocurrency

Number of pages: 67 Posted: 08 Aug 2018 Last Revised: 16 Aug 2018
Yukun Liu and Aleh Tsyvinski
University of Rochester - Simon Business School and Yale University - Cowles Foundation
Downloads 2,230 (7,467)
Citation 7

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Cryptocurrency, Risk and Return, Factor Pricing, Momentum, Investor Attention

Risks and Returns of Cryptocurrency

NBER Working Paper No. w24877
Number of pages: 68 Posted: 06 Aug 2018
Yukun Liu and Aleh Tsyvinski
University of Rochester - Simon Business School and Yale University - Cowles Foundation
Downloads 353 (100,176)
Citation 13
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2.

Labor-Based Asset Pricing

Number of pages: 68 Posted: 07 Dec 2017 Last Revised: 03 Mar 2021
Yukun Liu
University of Rochester - Simon Business School
Downloads 1,360 (16,741)

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Vacancy Posting; Labor-Market Condition; Search-and-Matching; Return; Cash Flow

3.

Long Run Risk: Is It There?

Number of pages: 88 Posted: 12 Apr 2015 Last Revised: 20 Feb 2021
Yukun Liu and Ben Matthies
University of Rochester - Simon Business School and University of Notre Dame
Downloads 1,298 (17,951)

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Long Run Risk, News, Macroeconomy and Asset Prices, Factor Model, Consumption Growth

4.
Downloads 898 ( 30,889)
Citation 6

Common Risk Factors in Cryptocurrency

NYU Stern School of Business
Number of pages: 47 Posted: 14 Jun 2019
Yukun Liu, Aleh Tsyvinski and Xi Wu
University of Rochester - Simon Business School, Yale University - Cowles Foundation and Haas School of Business, University of California Berkeley
Downloads 882 (31,201)
Citation 4

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Common Risk Factors in Cryptocurrency

NBER Working Paper No. w25882
Number of pages: 48 Posted: 28 May 2019
Yukun Liu, Aleh Tsyvinski and Xi Wu
University of Rochester - Simon Business School, Yale University - Cowles Foundation and Haas School of Business, University of California Berkeley
Downloads 16 (658,797)
Citation 4
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5.

Labor Links and Shock Transmissions

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 70 Posted: 25 May 2018 Last Revised: 20 Oct 2019
Yukun Liu and Xi Wu
University of Rochester - Simon Business School and Haas School of Business, University of California Berkeley
Downloads 852 (33,208)
Citation 1

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Labor Competitors, Network, Skill Demand, Job Postings, Predictable Returns

6.

How Does Shareholder Governance Affect the Cost of Borrowing?

Number of pages: 72 Posted: 16 Nov 2016 Last Revised: 02 Nov 2020
Yukun Liu and Xi Wu
University of Rochester - Simon Business School and Haas School of Business, University of California Berkeley
Downloads 632 (49,661)

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Shareholder Governance, Public Debt, Private Debt, Voting, Regression Discontinuity

7.

Technology and Cryptocurrency Valuation: Evidence from Machine Learning

Number of pages: 79 Posted: 11 May 2020 Last Revised: 29 Jan 2021
Yukun Liu, Jinfei Sheng and Wanyi Wang
University of Rochester - Simon Business School, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 296 (122,307)
Citation 3

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Cryptocurrency, Technological Sophistication, Machine Learning, Textual Analysis, FinTech, Blockchain.

8.

Factor Clustering with t-SNE

Number of pages: 56 Posted: 27 Oct 2020
affiliation not provided to SSRN, University of Rochester - Simon Business School, University of Washington and Yale University - Cowles Foundation
Downloads 134 (252,813)

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