Finance

Faculty

LIU Shuo

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

Educational Background

2020 Ph.D in Economics, University of California, Los Angeles

2013 Master in Operations Research, Columbia University

2012 Bachelor in Economics, Nankai University

More

Work Experience

Federal Reserve Bank of St. Louis, dissertation intern, 2019

International Monetary Fund, Washington D.C.,  Ph.D. Research Intern, Fund Internship Program, 2018


More

Courses

Financial Economics (Ph.D.), Empirical Finance (undergraduate), Financial Data Analysis and Application (master), Financial Theory (master)


More

Research Areas

Over-the-counter markets, Bond pricing, Financial Market Microstructure, Financial intermediation and Asset pricing


More

Publications

Publications


  • Socially optimal search intensity in over-the-counter markets,

    Review of Economic Dynamics, 53 (2024): 224-282.

  • Search friction, liquidity risk, and bond misallocation,

    Journal of Financial Markets, Volume 70, 2024.

  • Corporate Bond Liquidity during the COVID-19 Crisis

    (with Mahyar KargarBenjamin Lester, David Lindsay, Pierre-Olivier Weill, and Diego Zúñiga)

    Review of Financial Studies (2021), 34(11), 5352–5401


More

Industry Experience

Referee


Review of Financial Studies, Review of Asset Pricing Studies, Journal of Banking and Finance, International Review of Finance, Economic Modelling, North American Journal of Economics and Finance, International Review of Economics and Finance


More

Honors

  • Tsinghua University Excellent Course, Empirical Finance (undergraduate), 2023

  • Teaching Award (2nd tier), Tsinghua University SEM, 2022, 2023

  • "Challenge Cup" Student Academic Competition Advising Award (3rd tier), Tsinghua University, 2023

  • Student Advising Award (2nd tier), Tsinghua University SEM, 2021


More