• The University of Western Australia (M250), 35 Stirling Highway,

    6009 Perth

    Australia

20142018
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Personal profile

Biography

Link: Academic CV.

Link: Personal Webpage.

Dr Zhangxin (Frank) Liu is currently an Assistant Professor of Finance in the Accounting and Finance discipline of the UWA Business School. He works in the areas of asset pricing, corporate finance, private equity and credit returns. Frank has published in international refereed journals such as Financial Analysts Journal, Accounting and Finance, Australian Journal of Management, Economic Modelling, and Emerging Markets Review.

Frank has received four UWA Business School teaching awards from 2015 to 2018, and two teaching awards from UWA Student Guild. He obtained his PhD degree in finance from the University of Queensland. He received a Bachelor of Actuarial Studies and a Bachelor of Finance (First Class Honours) from the Australian National University. He currently serves on the Faculty Advisory Board of Continuity Capital Partners Pty Limited, and on the Editorial Board of JASSA: The Finsia Journal of Applied Finance.

Roles and responsibilities

Frank is the co-seminar coordinator for Accounting & Finance Discipline from June 2016.

Supervision
Complete: M. Hossain (PhD, 2017).; A. A. Erlangga (Honours, 2014); P. Selby (Honours, 2014); J. Wong (Honours, 2015); D. Taylor (Honours, 2016); L. Kole (Honours, 2016); B. Olma (Honours, 2016); J. Bentley (Honours, 2017); N. Furlong (Honours, 2017).

Funding overview

2017 BHP Billiton Visiting Professor Award with Dr Zijian Cheng

2016 Ahern Family Early Career Researcher Portfolio Prize

2014 Business School Research Development Scheme

2014 AFAANZ ECR Research Grant

Current projects

International

2017, "Women Entrepreneurs and Access to Finance in Asia", with G. Fleming

2017, "Private Debt Markets", with D. Cumming and G. Fleming

2017, "Sparsity and Price Pressure skewing the Return Predictability of Risk-Neutral Skewness", with T. van der Heijden

2015, “Decomposing Bond Spreads into Liquidity and Credit Risks: Evidence from Euro-Area Sovereign Intraday Transactions Data”, with S. Treepongkaruna and J. Yu

2015, "The Profitability of Substantial Shareholder Pre-Bid Trades in Acquiring Firms", with R. da Silva Rosa and P. Selby

2015, “Forecasting Power of Volatility Indices: An International Study Across 11 Stock Exchanges”, with A. A. Erlangga, Y. Lan and M. J. O’Neill

Domestic

"The Leveraging of corporate Australia: Domestic corporate board issuances 1920-1980", with Grant Fleming

Industrial relevance

Domestic and International

3 years part-time experience with Continuity Capital Partners, a private equity fund of funds based in Canberra.

Keywords

  • Asset Pricing
  • Private Equity
  • Private Debt
  • Quantitative Finance
  • Risk-Neutral Higher Moments

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

  • 3 Similar Profiles
Volatility index Business & Economics
Skewness Business & Economics
Pricing Business & Economics
Mergers Business & Economics
Equity markets Business & Economics
Mutual funds Business & Economics
Hedging Business & Economics
Market states Business & Economics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2014 2015

Research Output 2016 2018

Another Bitcoin Copycat

Cahill, D. & Liu, Z., 11 Oct 2018, (Unpublished)

Research output: Working paper

I Am a Blockchain Too...

Cahill, D., Baur, D., Liu, Z. & Yang, W., 23 May 2018

Research output: Working paper

Announcement
Small firms
Large firms
Price reaction
Listed companies

Partial moment volatility indices

Liu, Z. F. & O'Neill, M. J., Mar 2018, In : Accounting and Finance. 58, 1, p. 195-215 21 p.

Research output: Contribution to journalArticle

Private Debt: Primary Issuances versus Secondary Acquisitions

Cumming, D., Fleming, G. & Liu, Z., 9 Aug 2018, (Accepted/In press) In : Financial Analysts Journal.

Research output: Contribution to journalArticle

Private debt
Asia-Pacific
Fund managers
Private companies
Excess returns

Shadow banking in Asia: Foreign versus domestic lending to real estate projects

Cumming, D., Fleming, G. & Liu, Z. F., 1 Jun 2018, In : Emerging Markets Review. 35, p. 137-147 11 p.

Research output: Contribution to journalArticle

Shadow banking system
Lending
Real estate
Asia
Loans

Prizes

Best Paper

Zhangxin Liu (Recipient), 2013

Prize/award: Prize

Behavioral finance
Skewness

Best PhD Proposal Award

Zhangxin Liu (Recipient), 2011

Prize/award: Prize

Volatility index
Lower partial moments
Corporate finance and governance

Best Presentation Award

Zhangxin Liu (Recipient), 2017

Prize/award: Prize

China
Mergers
Chinese stock market
Going public

Activities 2016 2018

  • 6 Publication peer-review
  • 1 Editorial activity
  • 1 Membership of board

Journal of International Business Studies (Journal)

Liu, Z. (Reviewer)
2018 → …

Activity: Publication peer-review and editorial workPublication peer-review

Finance Research Letters (Journal)

Liu, Z. (Reviewer)
2018 → …

Activity: Publication peer-review and editorial workPublication peer-review

International Review of Financial Analysis (Journal)

Liu, Z. (Reviewer)
2018 → …

Activity: Publication peer-review and editorial workPublication peer-review

Accounting & Finance (Journal)

Liu, Z. (Reviewer)
2018 → …

Activity: Publication peer-review and editorial workPublication peer-review

Pacific Basin Finance Journal (Journal)

Liu, Z. (Reviewer)
2018 → …

Activity: Publication peer-review and editorial workPublication peer-review

Courses

FINA1221 Introduction to Finance

Frank Liu

26/02/18 → …

Teaching unit (UWA): Course