Liya Chu

East China University of Science and Technology (ECUST)

Assistant Professor of Finance

Shanghai

China

SCHOLARLY PAPERS

3

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Far Away From Home: Investors’ Underreaction to Geographically Dispersed Information

Posted: 03 Dec 2020
Zilin Chen, Liya Chu and Jun Tu
Singapore Management University - Lee Kong Chian School of Business, East China University of Science and Technology (ECUST) and Singapore Management University - Lee Kong Chian School of Business

Abstract:

Loading...

Geographic Peers, Material Subsidiaries, Limited Attention, Return Predictability

2.

Investor Sentiment Measures Purged: A Necessary Double Check on Sentiment Impact

European Finance Association 44th Annual Meeting Paper
Posted: 28 Jun 2019 Last Revised: 23 Dec 2020
Liya Chu, Qianqian Du and Jun Tu
East China University of Science and Technology (ECUST), Southwest University of Finance and Economics and Singapore Management University - Lee Kong Chian School of Business

Abstract:

Loading...

Investor Sentiment, Cross-Sectional Returns, Partial Least Squares, Principal Components, Mutual Fund Flows

3.

Investor Sentiment and Paradigm Shifts in Equity Return Forecasting

forthcoming in Management Science
Posted: 06 Jun 2019 Last Revised: 03 Dec 2020
Liya Chu, Xuezhong He, Kai Li and Jun Tu
East China University of Science and Technology (ECUST), University of Technology Sydney (UTS) - Finance Discipline Group, Business School, Macquarie Business School, Macquarie University and Singapore Management University - Lee Kong Chian School of Business

Abstract:

Loading...

Return predictability, Investors sentiment, Economic predictors, Non-fundamental predictors