刘玉珍
教授 博导
个人简介
刘玉珍教授现任北京大学光华管理学院金融学教授、博士生导师,北京大学金融发展研究中心主任,北京大学促进两岸交流基金主任。曾任北京大学光华管理学院金融系主任、金融硕士项目主任 教育背景 1991 台湾中山大学 企业管理 博士 1985 台湾政治大学 企业管理 学士 职业经历 2007―目前 光华管理学院金融系教授
研究领域
行为金融学 证券市场微结构 家庭金融 投资学
学术兼职
刘教授还有着丰富的学术和实务兼职。学术方面,曾承担Journal of Finance, Management Science, Review of Financial Studies, Journal of Financial and Quantitative Analysis等多个国际重要期刊,国家自然科学基金面上项目、重大项目,香港科学研究奖励机构,以及十余种大陆和台湾重要杂志的评审工作,并担任中国金融学年会、中国国际金融年会(CICF)、中国金融学术年会(CFRC)、EFMA, 台湾财务学会等年会的委員。实务方面,她兼任中国金融期货交易所专家委员,证监会、中金所、民生银行以及华融资产管理公司博士后站指导导师,台湾期交所交易委员,证券商业同业公会顾问,台北市政府特种基金顾问,投资人保护中心调解委员,台湾经济部国有事业民营化咨询委员,台湾证券柜台买卖中心独立董事,中银国际独立董事等。
近期论文
37) Chen Z, Liu Y J, Meng J, et al. What’s in a Face? An Experiment on Facial Information and Loan-Approval Decision[J]. Management Science, 2023, 69(4): 2263-2283. 36)Conhhui Hu, Ji-Chai Lin, Yu-Jane Liu,"What are the benefits of attracting gambling investors? Evidence from stock splits in China", Journal of Corporate Finance (ABS 4), Volume 74, 2022. 35)Miao Jin, Yu-Jane Liu, Juanjuan Meng, Yu Zhang, The Transmission of Income variations to Consumption variations: the Role of the Firm, The Review of Economics and Statistics,Pages 1–45.2022. 34)Conghui Hu,Yu-Jane Liu,Xin Xu,The valuation effect of stock dividends or splits: Evidence from a catering perspective,Journal of Empirical Finance(SSCI),Volume 61, March 2021, Pages 163-179. 33) Ming Gao, Yu-Jane Liu, and Yushui Shi, Do people feel less at risk? Evidence from disaster experience, Journal of Financial Economics,2020(A),138(3):866-888. 32) Conghui Hu, Yu-Jane Liu, and Ning Zhu. Deleveraging Commonality. Journal of Financial Markets,2020 31) Brad, Barber, YT Lee, Yu-Jane Liu, T Odean, Ke Zhang,2020,Learn Fast or Slow? Review of Asset Pricing Studies, 10(1), 61-93 30) Jiajun Jiang,Yu-Jane Liu,Ruichang Lu,Social heterogeneity and local bias in peer-to-peer lending – evidence from China,Journal of Comparative Economics,Vol 48, Iss. 2, June 2020, 302-324 29) Jin Miao,Liu Yu-Jane, Meng Juanjuan, 2019, Fat-finger Event and Risk-taking Behavior, Journal of Empirical Finance, 53,126-143 E2 28) Hu Conghui, Liu Yu-Jane, Zhu Ning, 2019, De-Leverage and Illiquidity Contagion, Journal of Banking & Finance, 102: 1-18 E2 27) Hung-Kun Chen, Konan Chan, Shing-Yang Hu, and Yu-Jane Liu. Share pledges and margin call pressure[J]. Journal of Corporate Finance, 2018: 96-117. 26) Chen, Jia, Jiajun Jiang, and Yu-jane Liu. Financial literacy and gender difference in loan performance[J]. Journal of Empirical Finance, 2018: 307-320. 25) Chen,Jing, Yu-Jane Liu, Lei Lu, Ya Tang. Investor Attention and Macroeconomic News Announcements: Evidence from Stock Index Futures. Journal of Futures Markets, 2016, 36(3):240–266. 24) Gao, Ming, Yu-Jane Liu, Weili Wu. Fat-Finger Trade and Market Quality: The First Evidence From China. Journal of Futures Markets, 2016, 36(10):1016-1025. 23) Liu, Yu-Jane, Zheng Zhang, Longkai Zhao, Speculation Spillovers. Management Science, 2015, 61(3):649-664. 22) Hu, Conghui, Yu-Jane Liu. Valuing diversity: CEOs' career experiences and corporate investment. Journal of Corporate Finance, 2015, 30(C):11-31. 21) Yi-Tsung Lee, Yu-Jane Liu, Wei-Shao Wu, Robert Fok, "Hedging Costs, Liquidity, and Inventory Management: The Evidence from Option Market Makers", Journal of Financial Markets(SSCI), 2014, 18: 25-48. 20) Brad Barber, Yi-Tsung Lee, Yu-Jane Liu, Terrance Odean, The Cross-section of Speculator Skill: Evidence from Day Trading", Journal of Financial Markets(SSCI), 2014, 18: 1-24. 19) Mao-Wei Hung, Yu-Jane Liu, and Chia-Fen Tsai, "Managerial personal diversification and portfolio equity incentives." Journal of Corporate Finance, 2012, 18 (1): 38-64.. 18) Yu-Jane Liu, Chih-Ling Tsai, Min-Chun Wang and Ning Zhu, "Prior Consequences and Subsequent Risk Taking: New Field Evidence from the Taiwan Futures Exchange", Management Science(SSCI), 2010, 56: 606-620. 17) Barber, Brad, Yi-Tsung Lee, Yu-Jane Liu, and Terrance Odean, "Just HowMuch do Individual Investors Lose by Trading?" Review of Financial Studies, 2009, 22 (2): 609-632. 16) Li-wen Chen, Ji-Chai Lin, Yu-Jane Liu and Shane Johnsen, Information, Sophisication, and Foreign versus Domestic Investors' Performance, Journal of Banking and Finance(SSCI) , 2009, 33( 9): 1636-1651. 15) Yu-Jane Liu, Min-Chun Wang and Longkai Zhao, Narrow Framing: Perfessions, Sophisication and Experience, Journal of Futures Market (SSCI), 2009,140: 175-203. 14) Rachel, Yu-Jane Liu and Larry Tzeng, "Hidden Overconfidence and Advantageous Selection", The Geneva Risk and Insurance Review, 2010, 35 (2): 93-107. 13) Yi-Tsung Lee, Yu-Jane Liu and Ning Zhu, 2008, The costs of owning employer stocks: Evidence from Taiwan, Journal of Financial and Quantitative Analysis,(SSCI), 2008, 43:717-740. 12) Barber, Brad, Yi-Tsung Lee, Yu-Jane Liu, and Terrance Odean, Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan, European Financial Managment(SSCI), Vol 13, Iss. 3, Jun 2007, 423-447. 11) Ji-Chai Lin, Yi-Tsung Lee and Yu-Jane Liu, "IPO Auctions and Private Information", Journal of Banking and Finance (SSCI), Vol. 31 Iss. 5, May 2007, 1483-1500. 10) Lee, Yi-Tsung, Yu-Jane Liu, Richard Roll, and Avanidhar Subrahmanyam, Taxes and Dividend Clientele: Evidence from Trading and Ownership Structure, Journal of Banking and Finance (SSCI), Vol. 30, 2006, 229-246. 9) Yi-Tsung Lee, Yu-Jane Liu, Richard Roll and Avanidhar Subrahmany,"Order Imbalance and Market Efficiency: Evidence from the Taiwan Stock Exchange, " Journal of Financial and Quantitative Analysis (SSCI), Vol. 39, Iss. 2, Jun. 2004,327-342. (has been re-summarized in The CFA Digest, Vol. 34, Iss. 4, Nov. 2004, 54-55.) 8) Ray Tsaih, Yu-Jane Liu, Wenchin Liu, and Yu-Ling Lien, "A Decision Support System for Small Business Loans", Decision Support System(SCI). Vol. 38, Iss. 1, Oct. 2004, 91-99. 7) Yu-Jane Liu and K.C. John Wei Liaw and Gwohorng, "On the Demand Elasticity of IPO: An Analysis of Discriminatory Auctions", International Review of Finance, 2001,151-178. 6) Y.T.Lee, Robert Fok and Y.J, Liu, "Information Stocks, Trading Strategies and Order Imbalance, " Journal of Business, Finance and Accounting,(SSCI)Vol. 28, No.1&2, Jan/March. 2001.199-230. 5) Chih-Hsien Yu andYu-Jane Liu, "On the Effect of Stock Stabilization Fund—A Case of Taiwan, " Review of Pacific Basin Financial Markets and Policies. 4) Y. T. Lee, J.C. Lin and Y.J.Liu, " Trading Patterns of Big versus Small Traders: An Emerging Market Analysis, " Journal of Banking and Finance (SSCI), 1999, 701-725. 3) Y. J. Liu, V. W. Liu, and C. S. Wu, "The Impact of Information Diffusion on Comparisons among Various Trading Mechanisms," Review of Quantitative Finance and Accounting, Vol. 9, No. 3, 1997, 301-326. 2) Y. J. Liu, "Auction Mechanisms and Information Structure:An Experimental Study of Information Aggregation in Securities Markets," Research in Experimental Economics, Vol. 6, JAI Press Inc., 1996, 165-212. 1) K.C. Wei, Y. J. Liu, C. C. Yang and K. H. Chuang, "Volatility and Price Changes Spillover Effects Across the Developed and Emerging Markets," Pacific-Basin Finance Journal, Vol. 3, No. 1, March 1995, 113-136.