Jinjing Liu
Research Interests:
Executive Compensation, Banking, Asset Pricing, Risk Management
Publications:
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“A Novel Downside Risk Measure and Expected Returns”, International Review of Financial Analysis, (2022), 102455
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“Effect of COVID-19 on non-performing loans in China” with Lawrence Kryzanowski and Jie Zhang. Finance Research Letters, (2022), 103372
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“Economic policy uncertainty and the cost of capital” with Hong Wang, International Review of Financial Analysis, (2022), 81, 102070
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“A New Tail-Based Correlation Measure and Its Application in Global Equity Markets”, Journal of Financial Econometrics, (2021) nbab026
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“Should the CEO Pay Ratio Be Regulated?” with Deniz Anginer, Cindy A. Schipani, and NejatSeyhun, Journal of Corporation Law, (2019), 45, 471
Working Papers:
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“Relative Performance Evaluation and Contagion in Financial Reporting Quality” with Deniz Anginer, Paul Irvine, and Çelim Yildizhan (R & R with Journal of Accounting Research)
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“Does Supply Chain Finance Curb SMEs’ Financial Constraints? The Contingent Impact of Financial Development Depth and Economic Policy Uncertainty” with Hong Wang and Zhexiong Tao (Under review)
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“The February anomaly in China: The Case of Chinese New Year”
Works in Progress:
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“Bank Capital Regulation, Efficiency and Competition in the Latin America Region” with Robert J. Cull and Davide S. Mare
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“Relative Performance Evaluation and Systemic Risk” with Deniz Anginer
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“Board Expertise and the Adoption of Relative Performance Evaluation” with Deniz Anginer
CONFERENCE & SEMINAR PRESENTATIONS:
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Financial Management Association Annual Meeting, Chicago, IL, October 2023 (Presented by co-author)
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International Conference on Empirical Economics, Altoona, PA, August 2023
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China International Conference in Finance, Shanghai, China, July 2022
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IEF China’s Economic and Financial Development Conference, December 2021
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Western New England University, Springfield, CT, February 2020
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King’s University College, London, Canada, February 2020
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The World Bank, Washington DC, October 2019
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Fannie Mae, Washington DC, October 2018
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American Economic Association (AEA) Annual Meeting (poster), Chicago, IL, January 2017
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Financial Management Association (FMA) Annual Meeting, Las Vegas, NV, October 2016
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Northern Finance Association (NFA) Annual Meeting (PhD session), Mont-Tremblant, QC, September 2016
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50th Annual Conference of the Canadian Economics Association (CEA), Ottawa, ON, June 2016
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12th Centre Interuniversitaire de Recherche en Economie Quantitative (CIREQ) PhD Students’ Conference, Montreal, QC, May 2016
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CIREQ Seminar, McGill University, Montreal, QC, November 2015
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49th Annual Conference of the Canadian Economics Association (CEA), Toronto, ON, May 2015
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11th CIREQ PhD Students’ Conference, Montreal, QC, May 2015
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Eastern Finance Association Annual Meeting, New Orleans, LA, April 2015
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CIREQ Seminar, McGill University, Montreal, QC, April 2014