Yukun Liu

University of Rochester - Simon Business School

Assistant Professor of Finance

Rochester, NY 14627

United States

Learn more about SSRN Profiles

SCHOLARLY PAPERS

8

DOWNLOADS

8,053

SSRN CITATIONS

39

CROSSREF CITATIONS

14

Feedback

Scholarly Papers (8)

Sort by:

Actions:

View:
Selected
Original List
All Versions Hide All Versions
All Abstracts Hide All Abstracts

(Rank)

1.

Risks and Returns of Cryptocurrency

Downloads 2,583 ( 5,935)

Citation 18

2

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

Abstract:

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

Add to Cart

Abstract:

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)

Abstract:

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)

Abstract:

4.

Common Risk Factors in Cryptocurrency

Downloads 898 ( 30,889)

Citation 6

2

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

Abstract:

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

Add to Cart

Abstract:

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

Abstract:

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)

Abstract:

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

Abstract:

8.

Factor Clustering with t-SNE

Number of pages: 56 Posted: 27 Oct 2020

Philip Greengard, Yukun Liu, Stefan Steinerberger and Aleh Tsyvinski

affiliation not provided to SSRN, University of Rochester - Simon Business School, University of Washington and Yale University - Cowles Foundation

Downloads 134 (252,813)

Abstract:

Feedback