Liu Yan Assistant Professor Department of Finance Email: yanliu.ems@whu.edu.cn Phone : +86-27-68753196 PhD, Economics, Stony Brook University, USA (2009-2014) B.S., Mathematics, Peking University, China (2005-2009) B.A., Economics, Peking University, China (2006-2009) http://ems.whu.edu.cn/finance/szll/5/2014-10-23/457.html Curriculum Vitae

 

TEACHING AND RESEARCH AREAS

Ÿ Teaching Focusing: Corporate Finance(undergraduate, 54) 

Ÿ Research Areas : Corporate Finance, Macroeconomics

 

ACADEMIC EXPERIENCE

Ÿ Assistant Professor of Finance, Wuhan University, August 2014 - Present

 

CONSULTING AND TRAINING EXPERIENCE (GOVERNMENT OR CORPORATE)

Ÿ National Security Commission of the Communist Party of China

 

SELECTED PUBLICATIONS

 

Journal Papers

Ÿ Yan Liu & Tian Xie, “Machine learning versus econometrics: prediction of box office,” Applied Economics Letters, 2018 forthcoming

Ÿ Xinyun Chen, Yan Liu & Tao Zeng, “Does the T+1 Rule Really Reduce Speculation? Evidence from Chinese Stock Index ETF,” Accounting and Finance, 2017, 57(5) pp.1287-1313

Ÿ Liu Yan and Yang Yewei, 2008. “Effects of Small Coal Mining Enterprises on Rural Development: A Field Study.” People’s Daily (Internal Review), 2008, 31(33), pp.18–23.

Working Papers and Work in Progress

· Liu, Yan, and Guowei Wu, “Implicit Guarantee and Local Government Debt,” working paper, 2017

· Liu, Yan, and Haotian Sun, “State Ownership and Bank Lending Channel of Monetary Policy,” working paper, 2017

· Liu, Yan, “Discretization of the Markov Switching Models,” working paper, 2017

· Abraham, Arpad, Eva Carceles-Poveda, Yan Liu, and Ramon Marimon, “On the Optimal Design of a Financial Stability Fund,” manuscript, 2016

· Liu, Yan, “Bank Competition and Lending Policies over the Business Cycle,” working paper, 2014

· Liu, Yan, “Bank Competition and the Risk-taking Channel of Monetary Policy,” working paper, 2014

· Liu, Yan, “Why Bank Lending Policies Change over the Business Cycle? — An Empirical Analysis Based on Senior Loan Officer Opinion Survey,” work in progress

· Liu, Yan, “On the Uniqueness of a Stationary Equilibrium in the Bewley Economy: An Example,” working paper, 2014

· Liu, Yan, “Information Production, Bank Runs and Disintermediation,” manuscript, 2014

· Liu, Yan, “Tacit Collusion in a Dynamic General Equilibrium Model with Capital Accumulation,” manuscript 2011.

 

AWARDS AND HONORS

Ÿ The Marty Weinbaum Award for Excellence in Research, Department of Economics, Stony Brook University, 2014.

 

RESEARCH GRANTS

 

Government-funded grants

Ÿ NSFC, “Joint impact of bank competition and bank capital on bank lending standards: A dynamic theory and international evidences,” PI, RMB 200,000, 2016, 71503191

 

Corporate-funded grants

International collaborative grants

Ÿ NSFC, “A Reappraisal of the Law-Finance-Growth Nexus: China’s Challenge with Transformation and Experience from UK and Others,’’ executive PI, RMB 2,000,000, 2017,

 

MEMBERSHIPS, CERTIFICATIONS

Ÿ Member of American Economic Association

Ÿ Member of Econometric Society