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department of finance
interview with students:
weds 2-5pm
job title:
associate professor
telephone:
86 (10) 62758564
e-mail:
yuntingliu@pku.edu.cn
address:
school of economics, peking university
education background:
2017 ph.d. in economics, johns hopkins university
2011 b.s. in mathematics, wuhan university
2011 b.a in finance, wuhan university
work experience:
2023-present: associate professor (tenured), peking university
2017-2023: assistant professor, peking university
research interests:
asset pricing, financial economics, macro-finance
teaching:
computation programming in financial engineering, security investments, fixed income securities
publications:
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
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;
working papers:
productivity risk and the dynamics of stock and bond returns，yunting liu
idiosyncratic volatility, firm investment, and capital accumulation, yunting liu
research grants
principal investigator: research on the relation and mechanism between firm productivity volatility, idiosyncratic return volatility and cross-section of stock returns: national science foundation of china grant 2020-2022
main participant: insurance solvency regulation and insurer's risk decision: national science foundation of china grant 2022-2025
main participant: the effects of economic uncertainty on financial volatility modeling and forecasting: a big data and heterogeneity perspective: national science foundation of china grant 2023-2026
co-investigator: research on participants incentives in carbon and electricity markets under carbon peak and neutrality goals: peking university new engineering discipline grant 2022
selected awards
baogang distinguished scholar award, 2023
excellence in refereeing award, economic science journal (《经济科学》), 2021
class advisor excellence award , peking university, china, 2019
third prize teaching award, peking university, china, 2017
department fellowship, johns hopkins university, united states, 2014-2017
t. rowe price fellowship, johns hopkins university, united states, 2011-2014
