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

    6009 Perth

    Australia

Personal profile

Biography

Link: Academic CV.

Link: Personal Webpage.

Dr Zhangxin (Frank) Liu is currently a Senior Lecturer of Finance in the Department of Accounting and Finance of the UWA Business School, and a Fellow of the Centre for Business Data Analytics. 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, Economic History Review, Journal of Corporate Finance, Journal of Banking & Finance, Journal of Accounting Literature, Emerging Markets Review, Accounting and Finance, Economic Modelling, Finance Research Letters, Journal of Futures Markets, Journal of Financial Literacy and Wellbeing, PLOS ONE, Australian Journal of Management, Australian Economic Papers, and Asia-Pacific Economic History Review. 

Frank has received more than 14 teaching awards since 2015, including the 2019 AAUT Citation Awards on the national level. 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.

Roles and responsibilities

Supervision

PhD: M. Hossain (Completed in 2017); D. Cahill (Complted in 2022); Lance Malone (Since 2021).

Honours: A. A. Erlangga (2014); P. Selby (2014); J. Wong (2015); D. Taylor (2016); L. Kole (2016); B. Olma (2016); J. Bentley (2017); N. Furlong (2017); J. Allpike (2018); C. Robertson (2019); Y. Sun (2019); P. Hollingdale (2019); D. Bayer (2019); J. Xie (2020); T. Zheng (2020); B. Chamberlain (2021); G. Davies (2023, ongoing); T. Santoso (2023, ongoing).

Funding overview

2023 UWA Business School Milne Visiting Professor Program Grant with Dr Stijn Masschelein

2022 UWA Business School Research Grant Awards

2020 UWA Business School COVID-19 Research Grant

2020 UWA Business School Research Grants

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

18 “Reverse merger aduit fee premium: Evidence from China”, with Z. Cheng SDU), I. Z. Wang (ANU) and X.Zhao (SUFE).

17 “Is Investor Attention on R/Wallstreetbets Different?”, with D. Cahill (UWA) and L. Smales (UWA). SSRN.

16 “Trading activity and sentiment on the Sydney Stock Exchange, 1901-1950”, with G. Fleming (Continuity Capital Partners), David Merrett (University of Melbourne) and Simon Ville (University of Wollongong).

15 “Gold fever? Investor experience & share ownership during Australian gold mining booms, 1857-1886”, with G. Fleming (Continuity Capital Partners), David Merrett (Uni- versity of Melbourne) and Simon Ville (University of Wollongong).

14 “Share ownership and the introduction of no liability legislation in nineteenth-century Australia”, with G. Fleming (Continuity Capital Partners), David Merrett (University of Melbourne) and Simon Ville (University of Wollongong). CEH Discussion Papers, Centre for Economic History, Research School of Economics, Australian National University.

13 “Australian Innovative Activity and Offshore Techonology, 1904-2016”, with G. Flem- ing (Continuity Capital Partners), David Merrett (University of Melbourne) and Simon Ville (University of Wollongong). CEH Discussion Papers, Centre for Economic History, Research School of Economics, Australian National University.

12 “The Australian corporate bond market before credit ratings, 1915-83”, with G. Flem- ing (Continuity Capital Partners), David Merrett (University of Melbourne) and Simon Ville (University of Wollongong). CEH Discussion Papers, Centre for Economic History, Research School of Economics, Australian National University.

11 “Debt and Labor Employment: Evidence from China”, with X. Chen (Shandong Univer- sity), C. Liu (SDU) and F. Cui (SDU).

10 “Earnings Management in Australian Not for Profit Disability Services”, with D. Gilchrist (UWA) and D. Etheridge (Curtin). SSRN.

9 “SME performance and the US-China trade war: Evidence of China”, with F. Liu (Shan- dong University) and G. Fleming (Continuity Capital Partners). SSRN.

8 “The impact of gender equality laws on the gender gap in access to finance” with Penelope Hollingdale (UWA) and Stijn Masschelein (UWA).

7 “Who said it best? Examining gender differences in managerial vocal cues during quar- terly earnings conference calls” with Devon Bayer (UWA).

6 “Model-Free Risk-Neutral Moments and Proxies” with Thijs van der Heijden (University of Melbourne). Link.

5 “A Climate Fear Gauge” with Martina Linnenluecke (U Macquarie), Tom Smith (U Mac- quarie), Zheyao Pan (U Macquarie) and Jianlei Han (U Macquarie).

4 “Dancing in the Dark: Lit Market Limit Order Book Liquidity and the Informativeness of Dark Trading” with Nicholas H. Furlong (UWA).

3 “Lured by Tax or Lured by Tech? Mergers and Acquisitions in the Pharmaceutical and Biotech Industries” with Sirimon Treepongkaruna (UWA) and Jeremy Wong (UWA).

2 “The Interaction of Tournament Incentive Scheme Pressure with Anxiety and Decision Making” with Lucy Kole and Stijn Masschelein (UWA).

“Forecasting Power of Volatility Indices and Volatility Spill-Over: An International Study” with Ario Erlangga (UWA), Yihui Lan (UWA) and Michael O’Neill (Bond).

Industrial relevance

Domestic and International

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

Expertise related to UN Sustainable Development Goals

In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):

  • SDG 5 - Gender Equality
  • SDG 8 - Decent Work and Economic Growth
  • SDG 10 - Reduced Inequalities
  • SDG 12 - Responsible Consumption and Production
  • SDG 13 - Climate Action

Research expertise keywords

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

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