Dr. Liu received her Ph.D. from Baruch College, City University of New York in June 2016, and she joined the School of Management and Economics of CUHK (Shenzhen) in July 2016. Her research interest is on behavioral finance, with a particular focus on investor attention. Her dissertation “Essays on Investor Attention” was awarded the Oscar Lasdon Memorial Award for the best doctoral dissertation in the field of finance or investment.

Academic Publications

Working papers:

1. Investor Attention: Seasonal Patterns and Endogenous Allocations, with Lin Peng and Yi Tang

2. Investor Attention and Merger Announcements

3. Idiosyncratic volatility, short-term reversal, and representative bias, with Lin Peng and Yi Tang


Work in progress:

1. Halo effect of corporate social responsibilities



Short Sellers' Accusations Against Chinese Reverse Mergers: Information Analytics or Guilt by Association?", China Journal of Accounting Research, 2015, 8, 111-131, with Nan Xu and Jianming Ye

Conference presentations:

1. 2016 China International Conference in Finance, Xiamen, July 2016

2. 65th Annual Meeting of Midwest Finance Association, Atlanta, March 2016

3. 2015 FMA Annual Meeting, Orlando October 2015

4. 5th Annual SWUFE Baruch Research Symposium, New York, August 2015

5. 2015 China International Conference in Finance, Shenzhen, July 2015

6. 2015 Asian Bureau of Finance and Economics Research Annual Meeting, Singapore, May 2015

7. Brownbag Seminar at Baruch College December 2014, March 2015

8. 2014 PhD Fall Conference on Research in Finance at Baruch College December 2014