Research

REFEREED JOURNAL PUBLICATIONS

1. Liu, S. (2023) Do investors and managers of active ETFs react to social media activities?. Finance Research Letters, 51, 103454. https://doi.org/10.1016/j.frl.2022.103454

2. Liu, S., Gaskell, P., and McGroarty, F. (2022) Where and about what? Price relevant narratives depend on topic and media type. Economics Letters, 213, 110363. https://doi.org/10.1016/j.econlet.2022.110363

3. Liu, S. and Han, J. (2020) Media tone and expected stock returns. International Review of Financial Analysis, 70. https://doi.org/10.1016/j.irfa.2020.101522

4. Han, J., Huang, Y., Liu, S., and Towey, K. (2020) Artificial intelligence for anti-money laundering: a review and extension. Digital Finance. https://doi.org/10.1007/s42521-020-00023-1

5. Ahmad, K., Han, J., Hutson, E., Kearney, C., and Liu, S. (2016) Media-expressed negative sentiment and firm-level stock returns. Journal of Corporate Finance, 37, 152-172. https://doi.org/10.1016/j.jcorpfin.2015.12.014

6. Kearney, C. and Liu, S. (2014) Textual sentiment in finance: a survey of methods and models. International Review of Financial Analysis, 33, 171-185. https://doi.org/10.1016/j.irfa.2014.02.006

7. Liu, S. (2014) The impact of textual sentiment on sovereign bond yield spreads: evidence from the Eurozone crisis. Multinational Finance Journal, 18 (3/4), 215-248. https://doi.org/10.17578/18-3/4-2

Google Scholar Citation: 676 (as of Nov 2022)

AWARDS

o Southwestern Finance Association Annual Conference Best Paper Award (investment track), for paper titled “What does media tone tell about cross-sectional and aggregate stock returns?”, 2017

o Tom Fetherston Prize for Best Paper published in the International Review of Financial Analysis, for paper titled “Textual sentiment in finance: a survey of methods and models”, 2016