Nottingham University Business School
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Professor Weimin Liu

Image of Staff Member
PhD (University of Manchester)
Professor in Finance , Nottingham University Business School China

Division: Industrial Economics and Finance
E-mail: Weimin.Liu@nottingham.edu.cn
Tel: +86(0)574 8818 0021
Fax: +86(0)574 8818 0125
Location: Room 470, Admin Building, Nottingham University Business School China, 199 Taikang East Road, Ningbo 315100, China

Before joining Nottingham University Business School (NUBS) as Professor of Finance in 2007, Professor Liu was a Lecturer and then a Senior Lecturer in Finance at the University of Manchester, UK. Professor Liu is currently on secondment to the University of Nottingham Ningbo China (UNNC) campus. He has experience of teaching a wide range of topics and courses at undergraduate and postgraduate levels. His research interests include asset pricing, efficient market hypothesis tests, corporate finance, and mutual fund industry. Professor Liu has published in leading international finance journals such as the Journal of Financial Economics (JFE), the Review of Financial Studies (RFS), etc.

 

Recent Publications

Weimin Liu, Di Luo, and Huainan Zhao (2016), "Transaction costs, liquidity risk, and the CCAPM", Journal of Banking and Finance 63, No. 2, 126-145.

Weimin Liu, Di Luo, and Huainan Zhao (2016), "The Epstein-Zin Model with Liquidity Extension", Financial Review 51, No. 1, 113-146.

Weimin Liu (2014). Momentum trading. The Wiley Encyclopedia of Management, Volume 4 Finance, 3rd edition.

Pawel Bilinski, Weimin Liu, and Norman Strong (2012). "Does liquidity risk explain low firm performance following seasoned equity offerings?". Journal of Banking and Finance 36, No. 10, 2770-2785.

Weimin Liu and Norman Strong (2008). "Biases in decomposing holding period portfolio returns". Review of Financial Studies 21, No. 5, 2243-2274.

Edward Lee, Weimin Liu, and Norman Strong (2007). "UK evidence on the characteristics versus covariance debate". European Financial Management 13, No. 4, 742-756.

Weimin Liu (2006). "A liquidity augmented capital asset pricing model". Journal of Financial Economics 82, No. 3, 631-671.

Weimin Liu, Norman Strong, and Xinzhong Xu (2003). "Post-earnings-announcement drift in the UK". European Financial Management 9, No. 1, 89-116.

Weimin Liu, Norman Strong, and Xinzhong Xu (1999). "The profitability of momentum investing". Journal of Business Finance and Accounting 26, Nos. 9&10, 1043-1091.

Liquidity Risk Factor Data

Conferences

Weimin Liu, "Liquidity risk and asset pricing: Evidence from daily data over 1926-2010" at the 3rd NUS Workshop on Risk and Regulation, January 8-9, 2015, National University of Singapore, Singapore. Invited speaker.

Weimin Liu, "Liquidity risk and asset pricing: Evidence from daily data over 1926-2010" at the Journal of Business Finance and Accounting (JBFA) Capital Markets Conference, June 4-6, 2014, Brisbane, Australia.

Ning Gao and Weimin Liu, "The Liquidity Gain and Long-term Price Performance of Acquiring Firms" at the 2009 FMA Asian Meeting, May 6-8, 2009 Xiamen, China.

Ning Gao and Weimin Liu, "The Liquidity Gain and Long-term Price Performance of Acquiring Firms" at the 35th European Financial Association (EFA) Annual Meeting, August 27-30, 2008, Athens, Greece.

Weimin Liu, "The Liquidity-augmented CAPM over 1926 to 1963" at the AsianFA-NFA International Conference, July 6-9, 2008, Yokohama, Japan.

Weimin Liu, "The Liquidity-augmented CAPM over 1926 to 1963" at the MIT Sloan-Qinghua China International Conference in Finance (CICF), July 2-5, 2008, Dalian, China.

Weimin Liu and Norman Strong, "Biases in decomposing holding period portfolio returns" at the 18th Australasian Finance and Banking Conference, December 14-16, 2005, Sydney, Australia.

Weimin Liu, "Liquidity Premium and a Two-Factor Model" at the 40th Annual Conference of the Western Finance Association (WFA), June 18-21, 2005, Portland, Oregon, US.

Weimin Liu, "Liquidity Premium and a Two-Factor Model" at the 31st European Financial Association (EFA) Annual Meeting, August 18-21, 2004, Maastricht, Netherlands.

Weimin Liu, Norman Strong, and Xinzhong Xu, "The profitability of momentum investing" at the 1999 ACCA/ICAEW/JBFA Capital Markets Conference.

Computational Finance
Business Finance
Introduction to Research Methods
 

 

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