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Publications

​Journal Articles

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  • The Effect of Policy Uncertainty on VC Investments Around the World, with Lubomir Litov and Romora Sitorus, Journal of Law, Finance, and Accounting, 2024, 8, 1-53. (SSRN link)

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  • Who Loses Most When Big Banks Suddenly Fail? – Evidence from Silicon Valley Bank Collapse, with William Megginson, Nancy Tran and Siqi Wei, Finance Research Letters, 2024, vol.59-104806. (Link)

    • ​Featured in the 2023 SEC Small Business Advocate’s Report to Congress (Page 36 of the Report)

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​Book Chapter

  • State Ownership and Corporate Governance, with William Megginson, Oxford Handbook on State Capitalism and the Firm, 2022, Oxford University Press. (Link)

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Working Papers

  • Do Corporate Insiders Take Advantage of Their Political Connections? Evidence from Insider Trading, with Haoyang Xiong (SSRN link).

Presentations: University of Oklahoma, 2021 AFFI Conference PhD Workshop, 2021 EFMA, 2022 SWFA, 2022 EFA, 2022 FMCG, 2022 FMA, 2024 University of Richmond Research Symposium.

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  • Purchases (sales) by politically connected corporate insiders are associated with lower (higher) abnormal returns compared with non-politically connected insiders, indicating that politically connected insiders in general are sophisticated and cautious about potential legal risk.

  • Politically connected insiders are more likely to have longer trading horizons, and more likely to make routine trades.

  • The STOCK Act passed in April 2012 effectively decreases (increases) the abnormal returns associated with insider purchases (sales) made by Congress members and staff in short horizons.

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  • Endogenous Preference and Green Bond Pricing, with Ming Li, Nancy Tran, and Matthew Wilson. (SSRN link).

Presentations: 2024 University of Richmond Research Symposium, 2024 FMA, 2024 Robins School Research Lunch.

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  • Using a macro model based on endogenous preference theory, our paper explores how climate change concern captured by news media influences green bond premiums.

  • Empirical analysis of U.S. municipal bonds shows that green bonds are traded at 7 basis points lower than non-green bonds during the periods of increased climate change concerns.

  • Investors' non-financial motives rather than their desire to hedge against climate risk are the primary mechanisms driving our results.

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  • [Pedagogy Paper] Converting NPV and IRR Cash Flows into a Financial Calculator Using an Excel Template, with Tom Arnold and Cassandra Marshall.

Contact Information

Department of Finance, Office 335

Robins School of Business

University of Richmond

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sliu@richmond.edu

804-289-8623

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