Faculty
Department of Finance Assistant Professor
Personal Website: https://www.shuo-liu.com
Phone:86-010-62791254
E-mail:liushuo3@sem.tsinghua.edu.cn
Office:B325 Lihua Building
2020 Ph.D in Economics, University of California, Los Angeles
2013 Master in Operations Research, Columbia University
2012 Bachelor in Economics, Nankai University
Federal Reserve Bank of St. Louis, dissertation intern, 2019
International Monetary Fund, Washington D.C., Ph.D. Research Intern, Fund Internship Program, 2018
Financial Economics, Empirical Finance, Financial Data Analysis and Application
Over-the-counter markets, Corporate bond pricing, Financial intermediation and Asset pricing
Publications
Corporate Bond Liquidity during the COVID-19 Crisis
(with Mahyar Kargar, Benjamin Lester, David Lindsay, Pierre-Olivier Weill, and Diego Zúñiga)
Review of Financial Studies (2021), 34(11), 5352–5401
Working Papers
Dealers' Search Intensity in U.S. Corporate Bond Markets
Search Friction, Liquidity Risk and Bond Mis-allocation
Social Optimal Search Intensity in Over-the-Counter Markets