About me

Lu Liu is Assistant Professor in Finance at Stockholm Business School, Stockholm University since January 2016. She holds PhD in Economics from Lund University. She was Post Doc at the Department of Economics, Lund University prior to joining SBS. She was a visiting scholar at the University of St. Gallen in 2010. 

Teaching

She teaches the course Advanced Financial Empirical Research in the Master Programme of Banking and Finance.

Research

Research Interest

Network analysis of financial markets; International finance; Household finance. 

Journal Publications

Hossein Asgharian, Lu Liu, and Marcus Larsson. 2018. Cross-border asset holding and comovements in sovereign bond markets. Journal of International Money and Finance, Vol 86, Pages 189-206.

Lu Liu, 2014. Extreme downside risk-spillover from the U.S. and Japan to Asian Pacific stock markets. International Review of Financial Analysis, Vol 33, pages 39-48.

Lin Gao and Lu Liu, 2014. The volatility behaviour and dependence structure of commodity futures and stocks. Journal of Futures Markets, Vol 34, Pages 93-101.

Hossein Asgharian, Wolfgang Hess, and Lu Liu, 2013, A spatial analysis of international stock market linkages. Journal of Banking and Finance, Vol 37, Pages 4738-4754.

Lu Liu, 2013, International stock market interdependence: Are developing markets the same as developed markets?. Journal of International Financial Markets, Institutions & Money, Vol 26, Pages 226–238.