Xuewen LIU
Professor
Pokfulam Road, Hong Kong
Office: Room 823, K.K. Leung Building
Phone: (852) 3917 0055 (Office)
Email: xuewenl
at hku.hk
Member of Finance Theory Group
Research Interests: Financial Economics, Macroeconomics, Growth and
Development, Chinese Economy
Selected Working Papers:
NBER Summer
Institute 2013, SED 2013, Econometric Society China Meeting 2013, China
Economics Summer Institute 2012, Summer Institute of Finance (SIF) 2013...
CICF 2018, SHoF Conference on Financial Markets and Corporate Decisions 2019... Society
for Economic Dynamics (SED) Annual Meeting 2018, SFS Cavalcade Asia Pacific
2018, Econometric Society China Meeting 2018, AFR Summer Institute of
Economics and Finance 2019, CICM 2019... EFA 2019,
Summer Institute of Finance (SIF) 2019, CICF 2019...
Finance Theory
Group (FTG) meeting at UNC (Fall 2020), Econometric Society's World Congress
2020, PHBS Workshop in Macroeconomics and Finance 2019, HKUST-Jinan Joint
Macro Workshop 2019...
Publications: 1.
Market Transparency and the Accounting
Regime (with Alexander Bleck), 2007, Journal
of Accounting Research, 45(2), 229-256.
2.
The Fragile Capital Structure of Hedge
Funds and the Limits to Arbitrage (with Antonio Mello), 2011, Journal
of Financial Economics, 102(3), 491-506. 3.
Short-selling Attacks and Creditor Runs,
2015, Management Science, 61(4), 814-830.
4.
Sentiments, Financial Markets, and Macroeconomic
Fluctuations (with Jess Benhabib and Pengfei
Wang), 2016, Journal of Financial Economics,
120(2), 420-443. 5.
Interbank Market Freezes and
Creditor Runs, 2016, Review of Financial Studies,
29(7), 1860-1910. o Yihong Xia Best Paper Award, China International Conference in Finance, 2014 6. Endogenous Information
Acquisition and Countercyclical Uncertainty (with Jess Benhabib
and Pengfei Wang), 2016, Journal of Economic Theory, 165,601-642. 7.
The Creditor
Channel of Liquidity Crises (with Antonio Mello), 2017, Journal
of Money, Credit and Banking, 49(6),1113¨C1160. 8.
Credit
Expansion and Credit Misallocation (with Alexander Bleck), 2018, Journal of Monetary Economics, 94,27-40. 9. Financial Markets, the Real Economy, and Self-fulfilling Uncertainties (with Jess Benhabib and Pengfei Wang), 2019, Journal of Finance, 74 (3), 1503-1557. |