Publications
- Good Idiosyncratic Volatility, Bad Idiosycnratic Volatility, and the Cross-Section of Stock Returns, Journal of Banking and Finance, Yunting Liu and Yandi Zhu, forthcoming;
- The Short-Run and Long-Run Components of Idiosyncratic Volatility and Stock Returns, Management Science, Yunting Liu, Vol.68, No.2, pp.1573-1589, 2022; Author's Copy with Appendix
- The Upward Trend in the Volatility of Firm Productivity Shocks", Economics Letters, Yunting Liu, Vol.163, pp.68-71, Feburary 2018
- 资产数字化、银行风险与“双支柱”调控 (Asset Digitization, Bank Risk and "Two-Pillar" Regulation), 《经济研究》(Economic Research Journal) , Dexu He, Qingjun Zhang, Si Chen, and Yunting Liu, Issue.1, 2023; (featured cover article)
- 中国经济微观不确定性的测度和效应研究 (China’s Micro Uncertainty and its Effect), 《经济学动态》(Economic Perspectives) , Yunting Liu and Yandi Zhu, Issue.1, 2023; (featured cover article)
- 股票错误定价、市值管理与上市公司并购行为 (Stock Mispricing, Market Valuation Management and Listed Firms’ M&A), 《中国工业经济》(China Industrial Economics) , Dexu He, Min Zeng, Yuhui Wu, and Yunting Liu, Issue.10, 2022;
- "异质信念, 卖空约束和中国股票市场反转效应 (Heterogeneous Beliefs, Short-Sale Constraints, and Chinese Stock Market Reversals)", 《财贸经济》 (Finance & Trade Economics), Yunting Liu and Xiaorong Zhang, Issue.12, 2021;